PHAT vs SPY 1 Year Daily ReturnsPHAT has a beta of 1.37. In the past year, PHAT has been more volatile than the S&P500.

PHAT Historical BetaSince 2024-06-12, the beta for PHAT changed by +0.43 and had an average of 1.01.

PHAT Sharpe RatioPHAT has a 1 year sharpe of -0.16 which is -0.57 compared to the S&P500.

PHAT Daily P/L Normal Distribution

PHAT 1 Year DrawdownPHAT had a max drawdown of 88.26% in the previous year.

PHAT Yearly Drawdown DurationPHAT has an average drawdown duration of 28.91 days every year.