Trade Free full Seasonality data:
CFR vs SPY 1 Year Daily ReturnsCFR has a beta of 0.82. In the past year, CFR has been less volatile than the S&P500.
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CFR Historical BetaSince 2024-04-25, the beta for CFR changed by -0.26 and had an average of 0.84.
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CFR Sharpe RatioCFR has a 1 year sharpe of -0.01 which is -0.23 compared to the S&P500.
Display:
1y
Timeframe:
1y
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CFR Daily P/L Normal Distribution
Timeframe:
1y
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CFR 1 Year DrawdownCFR had a max drawdown of 27.06% in the previous year.
1y
CFR Yearly Drawdown Duration