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ODP vs SPY 1 Year Daily ReturnsODP has a beta of 0.97. In the past year, ODP has been less volatile than the S&P500.
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ODP Historical BetaSince 2024-08-16, the beta for ODP changed by -0.33 and had an average of 1.05.
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ODP Sharpe RatioODP has a 1 year sharpe of -0.82 which is -1.16 compared to the S&P500.
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ODP Daily P/L Normal DistributionODP has a P/L mean of -0.17% and a std dev of 4.4%. A daily 1σ move is between $NaN and $NaN.
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ODP 1 Year DrawdownODP had a max drawdown of 62.11% in the previous year.
Created with Highcharts 10.1.0.ODPSPYSep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25-60%-50%-40%-30%-20%-10%0%Powered by unusualwhales.com
ODP Yearly Drawdown Duration