VS vs SPY 1 Year Daily ReturnsVS has a beta of 0.82. In the past year, VS has been less volatile than the S&P500.

VS Historical BetaSince 2024-07-15, the beta for VS changed by +3.07 and had an average of -0.69.

VS Sharpe RatioVS has a 1 year sharpe of 0.19 which is -0.15 compared to the S&P500.

VS Daily P/L Normal DistributionVS has a P/L mean of 0.79% and a std dev of 16.97%. A daily 1σ move is between $2.17 and $3.05.

VS 1 Year DrawdownVS had a max drawdown of 63.54% in the previous year.

VS Yearly Drawdown DurationVS has an average drawdown duration of 68.75 days every year.