ZETA vs SPY 1 Year Daily ReturnsZETA has a beta of 1.92. In the past year, ZETA has been more volatile than the S&P500.

ZETA Historical BetaSince 2024-08-13, the beta for ZETA changed by +0.33 and had an average of 1.77.

ZETA Sharpe RatioZETA has a 1 year sharpe of -0.25 which is -0.59 compared to the S&P500.

ZETA Daily P/L Normal DistributionZETA has a P/L mean of 0.07% and a std dev of 5.23%. A daily 1σ move is between $NaN and $NaN.

ZETA 1 Year DrawdownZETA had a max drawdown of 70.01% in the previous year.

ZETA Yearly Drawdown DurationZETA has an average drawdown duration of 18.06 days every year.