CZWI vs SPY 1 Year Daily ReturnsCZWI has a beta of 0.49. In the past year, CZWI has been less volatile than the S&P500.

CZWI Historical BetaSince 2024-08-12, the beta for CZWI changed by +0.18 and had an average of 0.4.

CZWI Sharpe RatioCZWI has a 1 year sharpe of 1.22 which is +0.88 compared to the S&P500.

CZWI Daily P/L Normal DistributionCZWI has a P/L mean of 0.19% and a std dev of 1.75%. A daily 1σ move is between $NaN and $NaN.

CZWI 1 Year DrawdownCZWI had a max drawdown of 25.06% in the previous year.

CZWI Yearly Drawdown DurationCZWI has an average drawdown duration of 25.99 days every year.