ALMU vs POET: returns, Sharpe ratio and drawdown
Performance
ALMU-49.22%POET-2.41%
Summary
ALMU vs POET
Over the past year, POET returned -2.41% against -49.22% for ALMU. POET had the higher Sharpe ratio over the past year (0.66 vs -0.04), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -79.29% for POET and -80.95% for ALMU. Their daily returns had a correlation of 0.43 over the past year, which is moderate.
Ranking
How ALMU and POET rank
ALMUPOET
Current Drawdown
ALMU-76.28%POET-74.43%
Rolling Volatility
ALMU123.49%POET110.80%
METRICS
Correlation Matrix
Metrics
Risk Indicators
ALMUPOET
Alpha
ALMU
-36.36%
POET
48.50%
Beta
ALMU
3.20x
POET
4.29x
Sharpe
ALMU
-0.04
POET
0.66
Sortino
ALMU
-0.07
POET
1.04
Omega
ALMU
0.99
POET
1.13
Calmar
ALMU
-0.61
POET
-0.03
Martin
ALMU
-0.12
POET
2.04
Comparisons