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MEIP vs SPY 1 Year Daily ReturnsMEIP has a beta of 0.55. In the past year, MEIP has been less volatile than the S&P500.
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MEIP Historical BetaSince 2024-09-19, the beta for MEIP changed by +0.3 and had an average of 0.49.
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MEIP Sharpe RatioMEIP has a 1 year sharpe of -0.24 which is -0.58 compared to the S&P500.
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MEIP Daily P/L Normal DistributionMEIP has a P/L mean of 0.03% and a std dev of 3.36%. A daily 1σ move is between $NaN and $NaN.
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MEIP 1 Year DrawdownMEIP had a max drawdown of 59.48% in the previous year.
Created with Highcharts 10.1.0.MEIPSPYOct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25Sep '25-60%-50%-40%-30%-20%-10%0%Powered by unusualwhales.com
MEIP Yearly Drawdown DurationMEIP has an average drawdown duration of 31.11 days every year.
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