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HAL vs SPY 1 Year Daily ReturnsHAL has a beta of 1.21. In the past year, HAL has been more volatile than the S&P500.
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HAL Historical BetaSince 2024-09-17, the beta for HAL changed by +0.55 and had an average of 0.96.
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HAL Sharpe RatioHAL has a 1 year sharpe of -0.81 which is -1.15 compared to the S&P500.
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HAL Daily P/L Normal DistributionHAL has a P/L mean of -0.1% and a std dev of 2.58%. A daily 1σ move is between $NaN and $NaN.
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HAL 1 Year DrawdownHAL had a max drawdown of 39.79% in the previous year.
Created with Highcharts 10.1.0.HALSPYOct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25Sep '25-40%-30%-20%-10%0%Powered by unusualwhales.com
HAL Yearly Drawdown Duration