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ORCC vs SPY 1 Year Daily ReturnsORCC has a beta of 2.82. In the past year, ORCC has been more volatile than the S&P500.
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ORCC Historical Beta
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ORCC Sharpe RatioORCC has a 1 year sharpe of 0.47 which is +0.13 compared to the S&P500.
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ORCC Daily P/L Normal DistributionORCC has a P/L mean of 0.08% and a std dev of 1.56%. A daily 1σ move is between $NaN and $NaN.
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ORCC 1 Year Drawdown
Created with Highcharts 10.1.0.ORCCSPYSep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25-15%-10%-5%0%Powered by unusualwhales.com
ORCC Yearly Drawdown DurationORCC has an average drawdown duration of 21.21 days every year.
Created with Highcharts 10.1.0252252Most Recent: 11Most Recent: 1102040608010012014016018020022024020192020202120222023Powered by unusualwhales.com