SPXC vs SPY 1 Year Daily ReturnsSPXC has a beta of 1.33. In the past year, SPXC has been more volatile than the S&P500.

SPXC Historical BetaSince 2024-08-19, the beta for SPXC changed by -0.13 and had an average of 1.54.

SPXC Sharpe RatioSPXC has a 1 year sharpe of 0.3 which is -0.04 compared to the S&P500.

SPXC Daily P/L Normal DistributionSPXC has a P/L mean of 0.11% and a std dev of 2.56%. A daily 1σ move is between $NaN and $NaN.

SPXC 1 Year DrawdownSPXC had a max drawdown of 33.54% in the previous year.

SPXC Yearly Drawdown DurationSPXC has an average drawdown duration of 18.51 days every year.