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MRUS vs SPY 1 Year Daily ReturnsMRUS has a beta of 0.97. In the past year, MRUS has been less volatile than the S&P500.
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MRUS Historical BetaSince 2024-08-12, the beta for MRUS changed by -0.4 and had an average of 1.12.
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MRUS Sharpe RatioMRUS has a 1 year sharpe of -0.13 which is -0.47 compared to the S&P500.
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MRUS Daily P/L Normal DistributionMRUS has a P/L mean of 0.05% and a std dev of 3.66%. A daily 1σ move is between $NaN and $NaN.
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MRUS 1 Year DrawdownMRUS had a max drawdown of 35.98% in the previous year.
Created with Highcharts 10.1.0.MRUSSPYSep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25-30%-20%-10%0%Powered by unusualwhales.com
MRUS Yearly Drawdown Duration