Sign in Subscribe

S&P 500 Sectors VARR

S&P 500 Sector — Vol-Adjusted Return Ratio
Loading…
OVERVIEW
SECTOR DETAIL
# Sector VARR 2yr Percentile Sector / SPY As Of
VARR = (1+μ90d)³⁶⁵−1 ÷ σ90d×√252  ·  Percentile vs 2yr history  ·  Bands: 2yr mean ± 1σ / 2σ  ·  Source: yfinance / SPDR ETFs