NCL vs SPY 1 Year Daily ReturnsNCL has a beta of 0.69. In the past year, NCL has been less volatile than the S&P500.

NCL Historical BetaSince 2024-07-17, the beta for NCL changed by -0.29 and had an average of 0.85.

NCL Sharpe RatioNCL has a 1 year sharpe of -0.18 which is -0.52 compared to the S&P500.

NCL Daily P/L Normal DistributionNCL has a P/L mean of 0.51% and a std dev of 9.96%. A daily 1σ move is between $NaN and $NaN.

NCL 1 Year DrawdownNCL had a max drawdown of 88.32% in the previous year.

NCL Yearly Drawdown DurationNCL has an average drawdown duration of 50.88 days every year.