Free full Seasonality data:
  • AAPL
  • XLF
  • QQQ
  • JPM
  • VIRT
  • XOM
  • WMT
LIVE vs SPY 1 Year Daily ReturnsLIVE has a beta of 0.19. In the past year, LIVE has been less volatile than the S&P500.
Subscribe to unlock
LIVE Historical BetaSince 2024-09-19, the beta for LIVE changed by +0.44 and had an average of 0.02.
Subscribe to unlock
LIVE Sharpe RatioLIVE has a 1 year sharpe of -0.36 which is -0.7 compared to the S&P500.
Display:
Timeframe:
Subscribe to unlock
LIVE Daily P/L Normal DistributionLIVE has a P/L mean of 0.21% and a std dev of 7.92%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
Subscribe to unlock
LIVE 1 Year DrawdownLIVE had a max drawdown of 64.64% in the previous year.
Created with Highcharts 10.1.0.LIVESPYOct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25Sep '25-60%-50%-40%-30%-20%-10%0%Powered by unusualwhales.com
LIVE Yearly Drawdown Duration