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ANY vs SPY 1 Year Daily ReturnsANY has a beta of 1.88. In the past year, ANY has been more volatile than the S&P500.
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ANY Historical BetaSince 2024-07-10, the beta for ANY changed by -0.66 and had an average of 2.29.
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ANY Sharpe RatioANY has a 1 year sharpe of -0.47 which is -0.88 compared to the S&P500.
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ANY Daily P/L Normal DistributionANY has a P/L mean of -0.03% and a std dev of 5.98%. A daily 1σ move is between $0.61 and $0.68.
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ANY 1 Year DrawdownANY had a max drawdown of 77.31% in the previous year.
Created with Highcharts 10.1.0.ANYSPYAug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25-60%-40%-20%0%Powered by unusualwhales.com
ANY Yearly Drawdown Duration