FENC vs SPY 1 Year Daily ReturnsFENC has a beta of 0.87. In the past year, FENC has been less volatile than the S&P500.

FENC Historical BetaSince 2024-07-10, the beta for FENC changed by +0.14 and had an average of 0.81.

FENC Sharpe RatioFENC has a 1 year sharpe of 0.81 which is +0.4 compared to the S&P500.

FENC Daily P/L Normal DistributionFENC has a P/L mean of 0.18% and a std dev of 3.7%. A daily 1σ move is between $8.72 and $9.39.

FENC 1 Year DrawdownFENC had a max drawdown of 40.71% in the previous year.

FENC Yearly Drawdown DurationFENC has an average drawdown duration of 24.45 days every year.