AXS ASTORIA INFLATION SENSITIVE ETF

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PPI vs SPY 1 Year Daily ReturnsPPI has a beta of 0.87. In the past year, PPI has been less volatile than the S&P500.
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PPI Historical BetaSince 2024-08-12, the beta for PPI changed by 0 and had an average of 0.89.
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PPI Sharpe RatioPPI has a 1 year sharpe of 0.13 which is -0.21 compared to the S&P500.
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PPI Daily P/L Normal DistributionPPI has a P/L mean of -0.02% and a std dev of 1.33%. A daily 1σ move is between $NaN and $NaN.
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PPI 1 Year DrawdownPPI had a max drawdown of 19.1% in the previous year.
Created with Highcharts 10.1.0.PPISPYSep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25-15%-10%-5%0%Powered by unusualwhales.com
PPI Yearly Drawdown Duration