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TU vs SPY 1 Year Daily ReturnsTU has a beta of -0.04. In the past year, TU has been inversely correlated with the S&P500.
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TU Historical BetaSince 2024-06-12, the beta for TU changed by -0.55 and had an average of 0.31.
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TU Sharpe RatioTU has a 1 year sharpe of 0.18 which is -0.23 compared to the S&P500.
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TU Daily P/L Normal Distribution
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TU 1 Year DrawdownTU had a max drawdown of 20.98% in the previous year.
Created with Highcharts 10.1.0.TUSPYJul '24Aug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25-20%-15%-10%-5%0%Powered by unusualwhales.com
TU Yearly Drawdown DurationTU has an average drawdown duration of 28.42 days every year.
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