STELLUS CAPITAL INVESTMENT
Free full Seasonality data:
SCM vs SPY 1 Year Daily ReturnsSCM has a beta of 0.53. In the past year, SCM has been less volatile than the S&P500.
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SCM Historical BetaSince 2024-08-02, the beta for SCM changed by +0.17 and had an average of 0.36.
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SCM Sharpe RatioSCM has a 1 year sharpe of 0.8 which is +0.46 compared to the S&P500.
Display:
1y
Timeframe:
1y
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SCM Daily P/L Normal DistributionSCM has a P/L mean of 0.08% and a std dev of 1.38%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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SCM 1 Year DrawdownSCM had a max drawdown of 24.58% in the previous year.
1y
SCM Yearly Drawdown DurationSCM has an average drawdown duration of 30.2 days every year.