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NXRT vs SPY 1 Year Daily ReturnsNXRT has a beta of 0.76. In the past year, NXRT has been less volatile than the S&P500.
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NXRT Historical BetaSince 2024-08-07, the beta for NXRT changed by -0.44 and had an average of 0.93.
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NXRT Sharpe RatioNXRT has a 1 year sharpe of -0.41 which is -0.75 compared to the S&P500.
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NXRT Daily P/L Normal DistributionNXRT has a P/L mean of 0.02% and a std dev of 1.78%. A daily 1σ move is between $NaN and $NaN.
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NXRT 1 Year DrawdownNXRT had a max drawdown of 36.01% in the previous year.
Created with Highcharts 10.1.0.NXRTSPYSep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25-30%-20%-10%0%Powered by unusualwhales.com
NXRT Yearly Drawdown Duration