MSOX vs SPY 1 Year Daily ReturnsMSOX has a beta of 3.73. In the past year, MSOX has been more volatile than the S&P500.

MSOX Historical BetaSince 2024-07-17, the beta for MSOX changed by +1.15 and had an average of 3.92.

MSOX Sharpe RatioMSOX has a 1 year sharpe of 0.02 which is -0.32 compared to the S&P500.

MSOX Daily P/L Normal DistributionMSOX has a P/L mean of 7.19% and a std dev of 123.57%. A daily 1σ move is between $NaN and $NaN.

MSOX 1 Year DrawdownMSOX had a max drawdown of 85.01% in the previous year.

MSOX Yearly Drawdown DurationMSOX has an average drawdown duration of 58.5 days every year.