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VREX vs SPY 1 Year Daily ReturnsVREX has a beta of 1.78. In the past year, VREX has been more volatile than the S&P500.
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VREX Historical BetaSince 2024-06-06, the beta for VREX changed by +0.8 and had an average of 1.18.
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VREX Sharpe RatioVREX has a 1 year sharpe of -0.82 which is -1.23 compared to the S&P500.
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VREX Daily P/L Normal Distribution
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VREX 1 Year DrawdownVREX had a max drawdown of 58.75% in the previous year.
Created with Highcharts 10.1.0.VREXSPYJul '24Aug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25-50%-40%-30%-20%-10%0%Powered by unusualwhales.com
VREX Yearly Drawdown DurationVREX has an average drawdown duration of 31.95 days every year.
Created with Highcharts 10.1.0251251Most Recent: 82Most Recent: 82020406080100120140160180200220240201620182020202220242026Powered by unusualwhales.com