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RLJ vs SPY 1 Year Daily ReturnsRLJ has a beta of 1.18. In the past year, RLJ has been more volatile than the S&P500.
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RLJ Historical BetaSince 2024-06-06, the beta for RLJ changed by +0.23 and had an average of 0.97.
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RLJ Sharpe RatioRLJ has a 1 year sharpe of -0.78 which is -1.19 compared to the S&P500.
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RLJ Daily P/L Normal Distribution
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RLJ 1 Year DrawdownRLJ had a max drawdown of 40.54% in the previous year.
Created with Highcharts 10.1.0.RLJSPYJul '24Aug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25-40%-30%-20%-10%0%Powered by unusualwhales.com
RLJ Yearly Drawdown Duration