ISHARES US AEROSPACE & DEFENSE ETF
Free full Seasonality data:
ITA vs SPY 1 Year Daily ReturnsITA has a beta of 0.84. In the past year, ITA has been less volatile than the S&P500.
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ITA Historical BetaSince 2024-08-02, the beta for ITA changed by +0.18 and had an average of 0.75.
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ITA Sharpe RatioITA has a 1 year sharpe of 1.67 which is +1.33 compared to the S&P500.
Display:
1y
Timeframe:
1y
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ITA Daily P/L Normal DistributionITA has a P/L mean of 0.16% and a std dev of 1.43%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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ITA 1 Year DrawdownITA had a max drawdown of 15.17% in the previous year.
1y
ITA Yearly Drawdown DurationITA has an average drawdown duration of 12.65 days every year.