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CHX vs SPY 1 Year Daily ReturnsCHX has a beta of 1.13. In the past year, CHX has been more volatile than the S&P500.
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CHX Historical BetaSince 2024-08-21, the beta for CHX changed by +0.25 and had an average of 0.97.
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CHX Sharpe RatioCHX has a 1 year sharpe of -0.49 which is -0.83 compared to the S&P500.
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CHX Daily P/L Normal DistributionCHX has a P/L mean of -0.03% and a std dev of 2.33%. A daily 1σ move is between $NaN and $NaN.
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CHX 1 Year DrawdownCHX had a max drawdown of 30.73% in the previous year.
Created with Highcharts 10.1.0.CHXSPYSep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25-30%-25%-20%-15%-10%-5%0%Powered by unusualwhales.com
CHX Yearly Drawdown DurationCHX has an average drawdown duration of 25.8 days every year.
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