IBOT vs SPY 1 Year Daily ReturnsIBOT has a beta of 1.11. In the past year, IBOT has been more volatile than the S&P500.

IBOT Historical Beta

IBOT Sharpe RatioIBOT has a 1 year sharpe of 0.21 which is -0.13 compared to the S&P500.

IBOT Daily P/L Normal DistributionIBOT has a P/L mean of -0.03% and a std dev of 1.78%. A daily 1σ move is between $NaN and $NaN.

IBOT 1 Year DrawdownIBOT had a max drawdown of 24.88% in the previous year.