HARTFORD MULTIFACTOR DEVELOPED MARKETS (EX-US) ETF
Free full Seasonality data:
RODM vs SPY 1 Year Daily ReturnsRODM has a beta of 0.46. In the past year, RODM has been less volatile than the S&P500.
Subscribe to unlock
RODM Historical BetaSince 2024-08-09, the beta for RODM changed by -0.19 and had an average of 0.55.
Subscribe to unlock
RODM Sharpe RatioRODM has a 1 year sharpe of 1.46 which is +1.12 compared to the S&P500.
Display:
1y
Timeframe:
1y
Subscribe to unlock
RODM Daily P/L Normal DistributionRODM has a P/L mean of 0.08% and a std dev of 0.9%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
Subscribe to unlock
RODM 1 Year DrawdownRODM had a max drawdown of 10.58% in the previous year.
1y
RODM Yearly Drawdown DurationRODM has an average drawdown duration of 15.63 days every year.