ROCC vs SPY 1 Year Daily ReturnsROCC has a beta of 1.91. In the past year, ROCC has been more volatile than the S&P500.

ROCC Historical Beta

ROCC Sharpe RatioROCC has a 1 year sharpe of -0.25 which is -0.59 compared to the S&P500.

ROCC Daily P/L Normal DistributionROCC has a P/L mean of 0% and a std dev of 3.75%. A daily 1σ move is between $0 and $0.

ROCC 1 Year Drawdown