Performance

CAI-2.98%XLV+22.05%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
CAI	-3.78%	+13.27%	-2.98%	—	-54.04%	0.23
XLV	-0.27%	+13.63%	+22.05%	+5.76%	-10.84%	1.05

Summary

CAI vs XLV

Over the past year, XLV returned +22.05% against -2.98% for CAI. XLV had the higher Sharpe ratio over the past year (1.05 vs 0.23), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.84% for XLV and -54.04% for CAI.

Current Drawdown

CAI-5.30%XLV-0.27%

Rolling Volatility

CAI+4.10%XLV+0.99%

METRICS

Correlation Matrix

	CAI	XLV
CAI	1.00	0.27
XLV	0.27	1.00

Metrics

Risk Indicators

CAIXLV

Alpha

3.19%

14.72%

Beta

1.37x

0.24x

Sharpe

0.23

1.05

Sortino

0.34

1.73

Omega

1.04

1.19

Calmar

-0.06

2.03

Martin

0.48

3.57

Comparisons

More CAI comparisons

CAI vs SPY
CAI vs TEM
CAI vs NTRA
CAI vs RGEN
CAI vs TMO

More XLV comparisons

XLV vs VHT
XLV vs XBI
XLV vs VOO
XLV vs IYH
XLV vs IBB
XLV vs IHI

CAI vs XLV: returns, Sharpe ratio and drawdown

CAI vs XLV

More CAI comparisons

More XLV comparisons