AIPO vs AIS: returns, Sharpe ratio and drawdown
Performance
AIPO-1.92%AIS+48.17%
Summary
AIPO vs AIS
Over the past year, AIS returned +48.17% against -1.92% for AIPO. AIS had the higher Sharpe ratio over the past year (0.93 vs 0.03), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -30.89% for AIPO and -34.44% for AIS.
Current Drawdown
AIPO-29.06%AIS-32.61%
Rolling Volatility
AIPO+2.70%AIS+3.55%
METRICS
Correlation Matrix
Metrics
Risk Indicators
AIPOAIS
Alpha
AIPO
-16.78%
AIS
25.28%
Beta
AIPO
2.24x
AIS
2.93x
Sharpe
AIPO
0.03
AIS
0.93
Sortino
AIPO
0.04
AIS
1.30
Omega
AIPO
1.00
AIS
1.17
Calmar
AIPO
-0.06
AIS
1.40
Martin
AIPO
0.10
AIS
3.54
Comparisons