BRP GROUP
Free full Seasonality data:
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.
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BRP Historical BetaSince 2024-07-17, the beta for BRP changed by -25.26 and had an average of 0.26.
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BRP Sharpe RatioBRP has a 1 year sharpe of 2.81 which is +2.47 compared to the S&P500.
Display:
1y
Timeframe:
1y
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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:
1y
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BRP 1 Year DrawdownBRP had a max drawdown of 26.46% in the previous year.
1y
BRP Yearly Drawdown DurationBRP has an average drawdown duration of 25.22 days every year.