FSBW vs SPY 1 Year Daily ReturnsFSBW has a beta of 0.72. In the past year, FSBW has been less volatile than the S&P500.

FSBW Historical BetaSince 2024-06-26, the beta for FSBW changed by +0.22 and had an average of 0.7.

FSBW Sharpe RatioFSBW has a 1 year sharpe of 0.37 which is -0.01 compared to the S&P500.

FSBW Daily P/L Normal Distribution

FSBW 1 Year DrawdownFSBW had a max drawdown of 26.59% in the previous year.