FDMT vs SPY 1 Year Daily ReturnsFDMT has a beta of 0.89. In the past year, FDMT has been less volatile than the S&P500.

FDMT Historical BetaSince 2024-08-16, the beta for FDMT changed by -0.43 and had an average of 1.28.

FDMT Sharpe RatioFDMT has a 1 year sharpe of -0.98 which is -1.32 compared to the S&P500.

FDMT Daily P/L Normal DistributionFDMT has a P/L mean of -0.5% and a std dev of 5.58%. A daily 1σ move is between $NaN and $NaN.

FDMT 1 Year DrawdownFDMT had a max drawdown of 85.08% in the previous year.

FDMT Yearly Drawdown DurationFDMT has an average drawdown duration of 51.55 days every year.