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QCRH vs SPY 1 Year Daily ReturnsQCRH has a beta of 0.83. In the past year, QCRH has been less volatile than the S&P500.
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QCRH Historical BetaSince 2024-08-21, the beta for QCRH changed by -0.17 and had an average of 0.97.
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QCRH Sharpe RatioQCRH has a 1 year sharpe of 0.45 which is +0.11 compared to the S&P500.
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QCRH Daily P/L Normal DistributionQCRH has a P/L mean of 0.09% and a std dev of 2%. A daily 1σ move is between $NaN and $NaN.
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QCRH 1 Year DrawdownQCRH had a max drawdown of 32.23% in the previous year.
Created with Highcharts 10.1.0.QCRHSPYSep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25-30%-25%-20%-15%-10%-5%0%Powered by unusualwhales.com
QCRH Yearly Drawdown Duration