EQTY vs SPY 1 Year Daily ReturnsEQTY has a beta of 0.84. In the past year, EQTY has been less volatile than the S&P500.

EQTY Historical BetaSince 2024-07-12, the beta for EQTY changed by -0.08 and had an average of 0.87.

EQTY Sharpe RatioEQTY has a 1 year sharpe of 0.69 which is +0.35 compared to the S&P500.

EQTY Daily P/L Normal DistributionEQTY has a P/L mean of 0.03% and a std dev of 1.15%. A daily 1σ move is between $25.03 and $25.61.

EQTY 1 Year DrawdownEQTY had a max drawdown of 17.28% in the previous year.

EQTY Yearly Drawdown DurationEQTY has an average drawdown duration of 10.61 days every year.