Performance

ACN-5.16%KD-52.70%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
ACN	+2.12%	-11.64%	-5.16%	-8.59%	-56.87%	0.04
KD	+0.15%	-48.18%	-52.70%	-11.55%	-63.38%	-0.57

Summary

ACN vs KD

Over the past year, ACN returned -5.16% against -52.70% for KD. Over five years, ACN averaged -8.59% a year, compared with -11.55% for KD. ACN had the higher Sharpe ratio over the past year (0.04 vs -0.57), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -56.87% for ACN and -63.38% for KD.

Current Drawdown

ACN-20.40%KD-54.32%

Rolling Volatility

ACN+4.39%KD+4.00%

METRICS

Correlation Matrix

	ACN	KD
ACN	1.00	0.41
KD	0.41	1.00

Metrics

Risk Indicators

ACNKD

Alpha

0.85%

-49.30%

Beta

0.14x

0.73x

Sharpe

0.04

-0.57

Sortino

0.06

-0.65

Omega

1.01

0.88

Calmar

-0.09

-0.83

Martin

0.07

-0.89

Comparisons

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KD vs XLK
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ACN vs KD: returns, Sharpe ratio and drawdown

ACN vs KD

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