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LFMD vs SPY 1 Year Daily ReturnsLFMD has a beta of 1.5. In the past year, LFMD has been more volatile than the S&P500.
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LFMD Historical BetaSince 2024-07-18, the beta for LFMD changed by +0.07 and had an average of 1.53.
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LFMD Sharpe RatioLFMD has a 1 year sharpe of 0.91 which is +0.57 compared to the S&P500.
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LFMD Daily P/L Normal DistributionLFMD has a P/L mean of 0.43% and a std dev of 6.1%. A daily 1σ move is between $NaN and $NaN.
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LFMD 1 Year DrawdownLFMD had a max drawdown of 48.43% in the previous year.
Created with Highcharts 10.1.0.LFMDSPYAug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25-40%-30%-20%-10%0%Powered by unusualwhales.com
LFMD Yearly Drawdown Duration