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SHLT vs SPY 1 Year Daily ReturnsSHLT has a beta of 1.14. In the past year, SHLT has been more volatile than the S&P500.
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SHLT Historical Beta
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SHLT Sharpe RatioSHLT has a 1 year sharpe of -0.95 which is -1.29 compared to the S&P500.
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SHLT Daily P/L Normal DistributionSHLT has a P/L mean of -0.57% and a std dev of 5.4%. A daily 1σ move is between $NaN and $NaN.
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SHLT 1 Year DrawdownSHLT had a max drawdown of 49.91% in the previous year.
Created with Highcharts 10.1.0.SHLTSPYOct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25Sep '25-50%-40%-30%-20%-10%0%Powered by unusualwhales.com
SHLT Yearly Drawdown Duration