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CSV vs SPY 1 Year Daily ReturnsCSV has a beta of 0.37. In the past year, CSV has been less volatile than the S&P500.
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CSV Historical BetaSince 2024-09-09, the beta for CSV changed by -1.02 and had an average of 0.68.
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CSV Sharpe RatioCSV has a 1 year sharpe of 2.75 which is +2.41 compared to the S&P500.
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CSV Daily P/L Normal DistributionCSV has a P/L mean of 0.24% and a std dev of 1.71%. A daily 1σ move is between $NaN and $NaN.
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CSV 1 Year DrawdownCSV had a max drawdown of 14.08% in the previous year.
Created with Highcharts 10.1.0.CSVSPYOct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25Sep '25-15%-10%-5%0%Powered by unusualwhales.com
CSV Yearly Drawdown Duration