AS vs PDD: returns, Sharpe ratio and drawdown
Performance
AS-2.72%PDD-38.45%
Summary
AS vs PDD
Over the past year, AS returned -2.72% against -38.45% for PDD. AS had the higher Sharpe ratio over the past year (0.01 vs -1.44), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -37.39% for AS and -46.93% for PDD.
Current Drawdown
AS-28.46%PDD-41.38%
Rolling Volatility
AS+1.79%PDD+1.55%
METRICS
Correlation Matrix
Metrics
Risk Indicators
ASPDD
Alpha
AS
-13.24%
PDD
-56.34%
Beta
AS
1.48x
PDD
0.90x
Sharpe
AS
0.01
PDD
-1.44
Sortino
AS
0.02
PDD
-1.88
Omega
AS
1.00
PDD
0.78
Calmar
AS
-0.07
PDD
-0.82
Martin
AS
0.03
PDD
-1.56
Comparisons