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MOFG vs SPY 1 Year Daily ReturnsMOFG has a beta of 0.84. In the past year, MOFG has been less volatile than the S&P500.
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MOFG Historical BetaSince 2024-06-26, the beta for MOFG changed by -0.16 and had an average of 1.01.
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MOFG Sharpe RatioMOFG has a 1 year sharpe of 0.85 which is +0.47 compared to the S&P500.
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MOFG Daily P/L Normal Distribution
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MOFG 1 Year DrawdownMOFG had a max drawdown of 24.66% in the previous year.
Created with Highcharts 10.1.0.MOFGSPYJul '24Aug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25-25%-20%-15%-10%-5%0%Powered by unusualwhales.com
MOFG Yearly Drawdown Duration