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SMWB vs SPY 1 Year Daily ReturnsSMWB has a beta of 1.23. In the past year, SMWB has been more volatile than the S&P500.
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SMWB Historical BetaSince 2024-06-26, the beta for SMWB changed by +0.26 and had an average of 1.
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SMWB Sharpe RatioSMWB has a 1 year sharpe of -0.07 which is -0.45 compared to the S&P500.
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SMWB Daily P/L Normal Distribution
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SMWB 1 Year DrawdownSMWB had a max drawdown of 62.77% in the previous year.
Created with Highcharts 10.1.0.SMWBSPYJul '24Aug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25-60%-50%-40%-30%-20%-10%0%Powered by unusualwhales.com
SMWB Yearly Drawdown DurationSMWB has an average drawdown duration of 30 days every year.
Created with Highcharts 10.1.0244244Most Recent: 96Most Recent: 9602040608010012014016018020022024020212022202320242025Powered by unusualwhales.com