MEDIAALPHA
Free full Seasonality data:
MAX vs SPY 1 Year Daily ReturnsMAX has a beta of 0.94. In the past year, MAX has been less volatile than the S&P500.
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MAX Historical BetaSince 2024-07-17, the beta for MAX changed by -0.15 and had an average of 0.9.
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MAX Sharpe RatioMAX has a 1 year sharpe of -0.36 which is -0.7 compared to the S&P500.
Display:
1y
Timeframe:
1y
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MAX Daily P/L Normal DistributionMAX has a P/L mean of 0% and a std dev of 3.97%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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MAX 1 Year DrawdownMAX had a max drawdown of 63.87% in the previous year.
1y
MAX Yearly Drawdown DurationMAX has an average drawdown duration of 35.37 days every year.