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BCAL vs SPY 1 Year Daily ReturnsBCAL has a beta of 0.86. In the past year, BCAL has been less volatile than the S&P500.
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BCAL Historical BetaSince 2024-07-16, the beta for BCAL changed by +0.39 and had an average of 0.67.
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BCAL Sharpe RatioBCAL has a 1 year sharpe of 0.45 which is +0.11 compared to the S&P500.
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BCAL Daily P/L Normal DistributionBCAL has a P/L mean of 0.1% and a std dev of 1.87%. A daily 1σ move is between $16.03 and $16.64.
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BCAL 1 Year DrawdownBCAL had a max drawdown of 32.26% in the previous year.
Created with Highcharts 10.1.0.BCALSPYAug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25-30%-25%-20%-15%-10%-5%0%Powered by unusualwhales.com
BCAL Yearly Drawdown DurationBCAL has an average drawdown duration of 23.44 days every year.
Created with Highcharts 10.1.0215215Most Recent: 112Most Recent: 1120204060801001201401601802002022202320242025Powered by unusualwhales.com