BMR vs SPY 1 Year Daily ReturnsBMR has a beta of 1.45. In the past year, BMR has been more volatile than the S&P500.

BMR Historical BetaSince 2024-08-09, the beta for BMR changed by +0.77 and had an average of 1.19.

BMR Sharpe RatioBMR has a 1 year sharpe of -0.53 which is -0.87 compared to the S&P500.

BMR Daily P/L Normal DistributionBMR has a P/L mean of -0.08% and a std dev of 6.02%. A daily 1σ move is between $NaN and $NaN.

BMR 1 Year DrawdownBMR had a max drawdown of 66.67% in the previous year.

BMR Yearly Drawdown DurationBMR has an average drawdown duration of 75.38 days every year.