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AI vs SPY 1 Year Daily ReturnsAI has a beta of 1.74. In the past year, AI has been more volatile than the S&P500.
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AI Historical BetaSince 2024-07-30, the beta for AI changed by -0.55 and had an average of 1.95.
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AI Sharpe RatioAI has a 1 year sharpe of -0.27 which is -0.61 compared to the S&P500.
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AI Daily P/L Normal DistributionAI has a P/L mean of 0.03% and a std dev of 4.06%. A daily 1σ move is between $NaN and $NaN.
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AI 1 Year DrawdownAI had a max drawdown of 57.52% in the previous year.
Created with Highcharts 10.1.0.AISPYAug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25-50%-40%-30%-20%-10%0%Powered by unusualwhales.com
AI Yearly Drawdown Duration