EDIT vs SPY 1 Year Daily ReturnsEDIT has a beta of 2.13. In the past year, EDIT has been more volatile than the S&P500.

EDIT Historical BetaSince 2024-07-10, the beta for EDIT changed by +0.55 and had an average of 1.92.

EDIT Sharpe RatioEDIT has a 1 year sharpe of -0.32 which is -0.73 compared to the S&P500.

EDIT Daily P/L Normal DistributionEDIT has a P/L mean of 0.14% and a std dev of 8.28%. A daily 1σ move is between $2.81 and $3.32.

EDIT 1 Year DrawdownEDIT had a max drawdown of 83.56% in the previous year.

EDIT Yearly Drawdown DurationEDIT has an average drawdown duration of 50.58 days every year.