FLEU vs SPY 1 Year Daily ReturnsFLEU has a beta of 0.68. In the past year, FLEU has been less volatile than the S&P500.

FLEU Historical BetaSince 2024-08-12, the beta for FLEU changed by -0.15 and had an average of 0.71.

FLEU Sharpe RatioFLEU has a 1 year sharpe of 0.99 which is +0.65 compared to the S&P500.

FLEU Daily P/L Normal DistributionFLEU has a P/L mean of 0.03% and a std dev of 1.3%. A daily 1σ move is between $NaN and $NaN.

FLEU 1 Year DrawdownFLEU had a max drawdown of 15.67% in the previous year.

FLEU Yearly Drawdown DurationFLEU has an average drawdown duration of 15.61 days every year.