MRX vs SPY 1 Year Daily ReturnsMRX has a beta of 0.98. In the past year, MRX has been less volatile than the S&P500.

MRX Historical BetaSince 2024-08-13, the beta for MRX changed by +0.16 and had an average of 0.89.

MRX Sharpe RatioMRX has a 1 year sharpe of 2.1 which is +1.76 compared to the S&P500.

MRX Daily P/L Normal DistributionMRX has a P/L mean of 0.29% and a std dev of 2.66%. A daily 1σ move is between $NaN and $NaN.

MRX 1 Year DrawdownMRX had a max drawdown of 28.66% in the previous year.

MRX Yearly Drawdown DurationMRX has an average drawdown duration of 10.07 days every year.