PEN vs SPY 1 Year Daily ReturnsPEN has a beta of 0.66. In the past year, PEN has been less volatile than the S&P500.

PEN Historical BetaSince 2024-05-29, the beta for PEN changed by -0.25 and had an average of 0.75.

PEN Sharpe RatioPEN has a 1 year sharpe of 0.79 which is +0.45 compared to the S&P500.

PEN Daily P/L Normal Distribution

PEN 1 Year DrawdownPEN had a max drawdown of 19.48% in the previous year.

PEN Yearly Drawdown DurationPEN has an average drawdown duration of 18.65 days every year.