Performance

BUD+33.12%SPY+13.70%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
BUD	+1.61%	+29.63%	+33.12%	+6.21%	-16.64%	1.14
SPY	-1.11%	+11.72%	+13.70%	+10.77%	-9.13%	0.73

Summary

BUD vs SPY

Over the past year, BUD returned +33.12% against +13.70% for SPY. Over five years, SPY averaged +10.77% a year, compared with +6.21% for BUD. BUD had the higher Sharpe ratio over the past year (1.14 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -16.64% for BUD.

Current Drawdown

BUD-4.50%SPY-2.03%

Rolling Volatility

BUD+1.56%SPY+0.63%

METRICS

Correlation Matrix

	BUD	SPY
BUD	1.00	0.16
SPY	0.16	1.00

Metrics

Risk Indicators

BUDSPY

Alpha

24.61%

0.00%

Beta

0.29x

1.00x

Sharpe

1.14

0.73

Sortino

1.75

1.07

Omega

1.21

1.13

Calmar

1.99

1.50

Martin

4.05

4.19

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BUD vs SPY: returns, Sharpe ratio and drawdown

BUD vs SPY

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