TBPH vs SPY 1 Year Daily ReturnsTBPH has a beta of 0.47. In the past year, TBPH has been less volatile than the S&P500.

TBPH Historical BetaSince 2024-07-10, the beta for TBPH changed by 0 and had an average of 0.45.

TBPH Sharpe RatioTBPH has a 1 year sharpe of 0.54 which is +0.13 compared to the S&P500.

TBPH Daily P/L Normal DistributionTBPH has a P/L mean of 0.16% and a std dev of 3%. A daily 1σ move is between $11.13 and $11.82.

TBPH 1 Year DrawdownTBPH had a max drawdown of 25.27% in the previous year.