TRI vs SPY 1 Year Daily ReturnsTRI has a beta of 0.43. In the past year, TRI has been less volatile than the S&P500.

TRI Historical BetaSince 2024-08-13, the beta for TRI changed by -0.33 and had an average of 0.6.

TRI Sharpe RatioTRI has a 1 year sharpe of 0.77 which is +0.43 compared to the S&P500.

TRI Daily P/L Normal DistributionTRI has a P/L mean of 0.08% and a std dev of 1.2%. A daily 1σ move is between $NaN and $NaN.

TRI 1 Year DrawdownTRI had a max drawdown of 20.49% in the previous year.

TRI Yearly Drawdown DurationTRI has an average drawdown duration of 16.09 days every year.