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STRO vs SPY 1 Year Daily ReturnsSTRO has a beta of 1.7. In the past year, STRO has been more volatile than the S&P500.
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STRO Historical BetaSince 2024-08-09, the beta for STRO changed by -0.09 and had an average of 1.81.
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STRO Sharpe RatioSTRO has a 1 year sharpe of -0.7 which is -1.04 compared to the S&P500.
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STRO Daily P/L Normal DistributionSTRO has a P/L mean of -0.3% and a std dev of 7.57%. A daily 1σ move is between $NaN and $NaN.
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STRO 1 Year DrawdownSTRO had a max drawdown of 89.53% in the previous year.
Created with Highcharts 10.1.0.STROSPYSep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25-80%-60%-40%-20%0%Powered by unusualwhales.com
STRO Yearly Drawdown Duration