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IHRT vs SPY 1 Year Daily ReturnsIHRT has a beta of 1.22. In the past year, IHRT has been more volatile than the S&P500.
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IHRT Historical BetaSince 2024-09-19, the beta for IHRT changed by -0.9 and had an average of 1.56.
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IHRT Sharpe RatioIHRT has a 1 year sharpe of 0.84 which is +0.5 compared to the S&P500.
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IHRT Daily P/L Normal DistributionIHRT has a P/L mean of 0.41% and a std dev of 5.83%. A daily 1σ move is between $NaN and $NaN.
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IHRT 1 Year DrawdownIHRT had a max drawdown of 62.33% in the previous year.
Created with Highcharts 10.1.0.IHRTSPYOct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25Sep '25-60%-50%-40%-30%-20%-10%0%Powered by unusualwhales.com
IHRT Yearly Drawdown Duration