B vs SPY 1 Year Daily ReturnsB has a beta of 0.42. In the past year, B has been less volatile than the S&P500.

B Historical BetaSince 2024-07-10, the beta for B changed by -0.91 and had an average of 1.04.

B Sharpe RatioB has a 1 year sharpe of -1.5 which is -1.91 compared to the S&P500.

B Daily P/L Normal DistributionB has a P/L mean of 0.15% and a std dev of 2%. A daily 1σ move is between $20.68 and $21.52.

B 1 Year DrawdownB had a max drawdown of 62.87% in the previous year.

B Yearly Drawdown DurationB has an average drawdown duration of 24.23 days every year.