BAYAU Bayview Acqu...

Fundamental Data

Get detailed Fundamental insights of Bayview Acquisition Corp Unit and compare it to the S&P500.
YTD Return
BAYAU +3.06%
vs.
SPY +14.49%
1-Year Return
BAYAU +3.57%
vs.
SPY +15.95%
3-Year Return
BAYAU +3.28%
vs.
SPY +14.58%

Worst 10 Drawdowns of BAYAU

Started Recovered Drawdown Days
May 30, 2024 Sep 17, 2024 -9.39% 111
Feb 28, 2024 May 16, 2024 -4.14% 79
Jan 18, 2024 Feb 26, 2024 -2.11% 40
Dec 22, 2023 Dec 28, 2023 -0.40% 7

BAYAU vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between December 18, 2023 - September 17, 2024

Annual Return (%)

BAYAU
S&P500
Metric BAYAU S&P500
Cumulative Return +3.57% +15.95%
Compound Annual Growth Rate (CAGR) +3.28% +14.58%
Sharpe 0.41 2.08
Sortino 0.65 3.02
Max Drawdown -9.39% -8.41%
Longest Drawdown Days 111 63
Volatility (ann.) 20.53% 13.32%
Correlation 2.7% -
R^2 0 -
Calmar 0.35 1.73
Skew 1.98 -0.56
Kurtosis 47.92 1.27
Expected Daily +0.03% +0.11%
Expected Monthly +0.35% +1.49%
Expected Yearly +1.77% +7.68%
Kelly Criterion 17.56% 25.49%
Risk of Ruin 0% 0%
Daily Value-at-Risk -2.09% -1.27%
Expected Shortfall (cVaR) -2.09% -1.27%
Max Consecutive Wins 3 12
Max Consecutive Losses 3 4
Gain/Pain Ratio 0.22 0.42
Gain/Pain (1M) 0.98 13.23
Payoff Ratio 0.92 1.05
Profit Factor 1.22 1.42
Outlier Win Ratio 11.07 4.27
Outlier Loss Ratio 3.05 3.68
MTD -0.76% -0.11%
3M +0.77% +3.10%
6M +1.26% +7.31%
Best Day +10.69% +2.31%
Worst Day -8.60% -2.91%
Best Month +3.92% +4.84%
Worst Month -3.96% -0.63%
Best Year +3.06% +14.49%
Worst Year +0.50% +1.27%
Avg. Drawdown -4.01% -1.69%
Avg. Drawdown Days 59 14
Recovery Factor 0.50 1.82
Ulcer Index 0.06 0.02
Avg. Up Month +1.19% +2.47%
Avg. Down Month -0.76% -0.11%
Win Days 60.61% 61.87%
Win Month 80.00% 70.00%
Win Quarter 100.00% 100.00%
Win Year 100.00% 100.00%

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