COMPASS DIVERSIFIED HOLDINGS
Free full Seasonality data:
CODI vs SPY 1 Year Daily ReturnsCODI has a beta of 0.95. In the past year, CODI has been less volatile than the S&P500.
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CODI Historical BetaSince 2024-08-12, the beta for CODI changed by -0.12 and had an average of 0.99.
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CODI Sharpe RatioCODI has a 1 year sharpe of -0.96 which is -1.3 compared to the S&P500.
Display:
1y
Timeframe:
1y
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CODI Daily P/L Normal DistributionCODI has a P/L mean of -0.28% and a std dev of 4.65%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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CODI 1 Year DrawdownCODI had a max drawdown of 75.28% in the previous year.
1y
CODI Yearly Drawdown DurationCODI has an average drawdown duration of 29.54 days every year.