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WAFD vs SPY 1 Year Daily ReturnsWAFD has a beta of 0.91. In the past year, WAFD has been less volatile than the S&P500.
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WAFD Historical BetaSince 2024-06-25, the beta for WAFD changed by -0.28 and had an average of 1.11.
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WAFD Sharpe RatioWAFD has a 1 year sharpe of 0.27 which is -0.11 compared to the S&P500.
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WAFD Daily P/L Normal Distribution
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WAFD 1 Year DrawdownWAFD had a max drawdown of 35.68% in the previous year.
Created with Highcharts 10.1.0.WAFDSPYJul '24Aug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25-30%-20%-10%0%Powered by unusualwhales.com
WAFD Yearly Drawdown Duration