FRPT vs SPY 1 Year Daily ReturnsFRPT has a beta of 1.01. In the past year, FRPT has been more volatile than the S&P500.

FRPT Historical BetaSince 2024-07-10, the beta for FRPT changed by +0.08 and had an average of 0.89.

FRPT Sharpe RatioFRPT has a 1 year sharpe of -1.14 which is -1.55 compared to the S&P500.

FRPT Daily P/L Normal DistributionFRPT has a P/L mean of -0.21% and a std dev of 2.97%. A daily 1σ move is between $68.5 and $72.7.

FRPT 1 Year DrawdownFRPT had a max drawdown of 58.25% in the previous year.

FRPT Yearly Drawdown DurationFRPT has an average drawdown duration of 15.49 days every year.