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NSP vs SPY 1 Year Daily ReturnsNSP has a beta of 0.8. In the past year, NSP has been less volatile than the S&P500.
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NSP Historical BetaSince 2024-08-09, the beta for NSP changed by +0.17 and had an average of 0.7.
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NSP Sharpe RatioNSP has a 1 year sharpe of -0.83 which is -1.17 compared to the S&P500.
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NSP Daily P/L Normal DistributionNSP has a P/L mean of -0.12% and a std dev of 2.6%. A daily 1σ move is between $NaN and $NaN.
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NSP 1 Year DrawdownNSP had a max drawdown of 52.16% in the previous year.
Created with Highcharts 10.1.0.NSPSPYSep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25-50%-40%-30%-20%-10%0%Powered by unusualwhales.com
NSP Yearly Drawdown Duration