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BMEZ vs SPY 1 Year Daily ReturnsBMEZ has a beta of 0.58. In the past year, BMEZ has been less volatile than the S&P500.
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BMEZ Historical BetaSince 2024-06-20, the beta for BMEZ changed by -0.05 and had an average of 0.63.
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BMEZ Sharpe RatioBMEZ has a 1 year sharpe of 0.05 which is -0.22 compared to the S&P500.
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BMEZ Daily P/L Normal Distribution
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BMEZ 1 Year DrawdownBMEZ had a max drawdown of 20.18% in the previous year.
Created with Highcharts 10.1.0.BMEZSPYJul '24Aug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25-20%-15%-10%-5%0%Powered by unusualwhales.com
BMEZ Yearly Drawdown Duration