Performance

AMZU+1.35%MSFU-19.33%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
AMZU	-3.88%	+0.83%	+1.35%	—	-45.63%	0.28
MSFU	-3.95%	+4.90%	-19.33%	—	-64.85%	-0.07

Summary

AMZU vs MSFU

Over the past year, AMZU returned +1.35% against -19.33% for MSFU. AMZU had the higher Sharpe ratio over the past year (0.28 vs -0.07), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -45.63% for AMZU and -64.85% for MSFU.

Current Drawdown

AMZU-26.19%MSFU-26.52%

Rolling Volatility

AMZU+2.95%MSFU+2.77%

METRICS

Correlation Matrix

	AMZU	MSFU
AMZU	1.00	0.39
MSFU	0.39	1.00

Metrics

Risk Indicators

AMZUMSFU

Alpha

-7.90%

-23.38%

Beta

2.92x

1.99x

Sharpe

0.28

-0.07

Sortino

0.46

-0.11

Omega

1.05

0.99

Calmar

0.03

-0.30

Martin

0.80

-0.11

Comparisons

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AMZU vs AMZN
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AMZU vs UPRO
AMZU vs SPXL
AMZU vs TQQQ

More MSFU comparisons

MSFU vs NOWL
MSFU vs ORCX
MSFU vs PLTU
MSFU vs PTIR
MSFU vs SSO

AMZU vs MSFU: returns, Sharpe ratio and drawdown

AMZU vs MSFU

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