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MBI vs SPY 1 Year Daily ReturnsMBI has a beta of 0.89. In the past year, MBI has been less volatile than the S&P500.
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MBI Historical BetaSince 2024-09-19, the beta for MBI changed by -0.55 and had an average of 1.16.
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MBI Sharpe RatioMBI has a 1 year sharpe of -0.39 which is -0.73 compared to the S&P500.
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MBI Daily P/L Normal DistributionMBI has a P/L mean of 0.01% and a std dev of 3.95%. A daily 1σ move is between $NaN and $NaN.
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MBI 1 Year DrawdownMBI had a max drawdown of 46.52% in the previous year.
Created with Highcharts 10.1.0.MBISPYOct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25Sep '25-40%-30%-20%-10%0%Powered by unusualwhales.com
MBI Yearly Drawdown DurationMBI has an average drawdown duration of 35.1 days every year.
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