SPX Sharpe RatioSPX has a 1 year sharpe of 0.72 which is +0.38 compared to the S&P500.

SPX Daily P/L Normal DistributionSPX has a P/L mean of 0.07% and a std dev of 0.82%. A daily 1σ move is between $NaN and $NaN.

SPX 1 Year DrawdownSPX had a max drawdown of 18.9% in the previous year.

SPX Yearly Drawdown DurationSPX has an average drawdown duration of 10.59 days every year.