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VRN vs SPY 1 Year Daily ReturnsVRN has a beta of 1.08. In the past year, VRN has been more volatile than the S&P500.
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VRN Historical BetaSince 2024-06-07, the beta for VRN changed by -0.11 and had an average of 1.12.
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VRN Sharpe RatioVRN has a 1 year sharpe of -0.83 which is -1.23 compared to the S&P500.
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VRN Daily P/L Normal Distribution
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VRN 1 Year DrawdownVRN had a max drawdown of 45.59% in the previous year.
Created with Highcharts 10.1.0.VRNSPYJul '24Aug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25-40%-30%-20%-10%0%Powered by unusualwhales.com
VRN Yearly Drawdown DurationVRN has an average drawdown duration of 25.15 days every year.
Created with Highcharts 10.1.0155155Most Recent: 31Most Recent: 3101020304050607080901001101201301401502022202320242025Powered by unusualwhales.com