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AJG vs SPY 1 Year Daily ReturnsAJG has a beta of 0.37. In the past year, AJG has been less volatile than the S&P500.
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AJG Historical BetaSince 2024-08-09, the beta for AJG changed by +0.04 and had an average of 0.33.
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AJG Sharpe RatioAJG has a 1 year sharpe of 0.53 which is +0.19 compared to the S&P500.
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AJG Daily P/L Normal DistributionAJG has a P/L mean of 0.08% and a std dev of 1.4%. A daily 1σ move is between $NaN and $NaN.
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AJG 1 Year DrawdownAJG had a max drawdown of 18.52% in the previous year.
Created with Highcharts 10.1.0.AJGSPYSep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25-15%-10%-5%0%Powered by unusualwhales.com
AJG Yearly Drawdown DurationAJG has an average drawdown duration of 12.09 days every year.
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