ITT vs SPY 1 Year Daily ReturnsITT has a beta of 1.23. In the past year, ITT has been more volatile than the S&P500.

ITT Historical BetaSince 2024-08-22, the beta for ITT changed by -0.13 and had an average of 1.31.

ITT Sharpe RatioITT has a 1 year sharpe of 0.57 which is +0.23 compared to the S&P500.

ITT Daily P/L Normal DistributionITT has a P/L mean of 0.11% and a std dev of 1.97%. A daily 1σ move is between $NaN and $NaN.

ITT 1 Year DrawdownITT had a max drawdown of 29.41% in the previous year.