PKI vs SPY 1 Year Daily ReturnsPKI has a beta of 5.3. In the past year, PKI has been more volatile than the S&P500.

PKI Historical Beta

PKI Sharpe RatioPKI has a 1 year sharpe of -0.79 which is -1.2 compared to the S&P500.

PKI Daily P/L Normal DistributionPKI has a P/L mean of -0.06% and a std dev of 2.2%. A daily 1σ move is between $0 and $0.

PKI 1 Year Drawdown