Free full Seasonality data:
BOND vs SPY 1 Year Daily ReturnsBOND has a beta of 0.02. In the past year, BOND has been less volatile than the S&P500.
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BOND Historical BetaSince 2024-08-12, the beta for BOND changed by -0.11 and had an average of 0.06.
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BOND Sharpe RatioBOND has a 1 year sharpe of 0.03 which is -0.31 compared to the S&P500.
Display:
1y
Timeframe:
1y
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BOND Daily P/L Normal DistributionBOND has a P/L mean of 0.02% and a std dev of 0.36%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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BOND 1 Year DrawdownBOND had a max drawdown of 6.35% in the previous year.
1y
BOND Yearly Drawdown Duration