Free full Seasonality data:
  • AAPL
  • XLF
  • QQQ
  • JPM
  • VIRT
  • XOM
  • WMT
BRP vs SPY 1 Year Daily ReturnsBRP has a beta of -24.18. In the past year, BRP has been inversely correlated with the S&P500.
Subscribe to unlock
BRP Historical BetaSince 2024-07-17, the beta for BRP changed by -25.26 and had an average of 0.26.
Subscribe to unlock
BRP Sharpe RatioBRP has a 1 year sharpe of 2.81 which is +2.47 compared to the S&P500.
Display:
Timeframe:
Subscribe to unlock
BRP Daily P/L Normal DistributionBRP has a P/L mean of 0.2% and a std dev of 2.66%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
Subscribe to unlock
BRP 1 Year DrawdownBRP had a max drawdown of 26.46% in the previous year.
Created with Highcharts 10.1.0.BRPSPYAug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25-25%-20%-15%-10%-5%0%Powered by unusualwhales.com
BRP Yearly Drawdown DurationBRP has an average drawdown duration of 25.22 days every year.
Created with Highcharts 10.1.0250250Most Recent: 17Most Recent: 17020406080100120140160180200220240201920202021202220232024Powered by unusualwhales.com