R vs SPY 1 Year Daily ReturnsR has a beta of 1.16. In the past year, R has been more volatile than the S&P500.

R Historical BetaSince 2024-08-19, the beta for R changed by +0.14 and had an average of 1.09.

R Sharpe RatioR has a 1 year sharpe of 1.33 which is +0.99 compared to the S&P500.

R Daily P/L Normal DistributionR has a P/L mean of 0.19% and a std dev of 2.09%. A daily 1σ move is between $NaN and $NaN.

R 1 Year DrawdownR had a max drawdown of 23.86% in the previous year.

R Yearly Drawdown DurationR has an average drawdown duration of 21.43 days every year.