TM vs SPY 1 Year Daily ReturnsTM has a beta of 0.87. In the past year, TM has been less volatile than the S&P500.

TM Historical BetaSince 2024-06-14, the beta for TM changed by -0.05 and had an average of 0.9.

TM Sharpe RatioTM has a 1 year sharpe of -0.61 which is -0.92 compared to the S&P500.

TM Daily P/L Normal Distribution

TM 1 Year DrawdownTM had a max drawdown of 23.58% in the previous year.

TM Yearly Drawdown DurationTM has an average drawdown duration of 30.66 days every year.