LOOP vs SPY 1 Year Daily ReturnsLOOP has a beta of 1.12. In the past year, LOOP has been more volatile than the S&P500.

LOOP Historical BetaSince 2024-08-09, the beta for LOOP changed by -0.14 and had an average of 1.42.

LOOP Sharpe RatioLOOP has a 1 year sharpe of -0.42 which is -0.76 compared to the S&P500.

LOOP Daily P/L Normal DistributionLOOP has a P/L mean of -0.03% and a std dev of 7.11%. A daily 1σ move is between $NaN and $NaN.

LOOP 1 Year DrawdownLOOP had a max drawdown of 53.23% in the previous year.

LOOP Yearly Drawdown DurationLOOP has an average drawdown duration of 37.55 days every year.