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MGU vs SPY 1 Year Daily ReturnsMGU has a beta of -2.48. In the past year, MGU has been inversely correlated with the S&P500.
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MGU Historical Beta
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MGU Sharpe RatioMGU has a 1 year sharpe of -0.03 which is -0.37 compared to the S&P500.
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MGU Daily P/L Normal DistributionMGU has a P/L mean of -0.03% and a std dev of 1.53%. A daily 1σ move is between $NaN and $NaN.
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MGU 1 Year Drawdown
Created with Highcharts 10.1.0.MGUSPYAug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25-15%-10%-5%0%Powered by unusualwhales.com
MGU Yearly Drawdown Duration