Performance

CMG-20.08%DASH-30.40%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
CMG	+6.21%	-12.83%	-20.08%	-2.26%	-33.48%	-0.41
DASH	+0.25%	-12.78%	-30.40%	-2.19%	-46.78%	-0.61

Summary

CMG vs DASH

Over the past year, CMG returned -20.08% against -30.40% for DASH. Over five years, DASH averaged -2.19% a year, compared with -2.26% for CMG. CMG had the higher Sharpe ratio over the past year (-0.41 vs -0.61), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -33.48% for CMG and -46.78% for DASH.

Current Drawdown

CMG-22.85%DASH-30.40%

Rolling Volatility

CMG+2.44%DASH+2.53%

METRICS

Correlation Matrix

	CMG	DASH
CMG	1.00	0.33
DASH	0.33	1.00

Metrics

Risk Indicators

CMGDASH

Alpha

-24.86%

-44.40%

Beta

0.67x

1.40x

Sharpe

-0.41

-0.61

Sortino

-0.54

-0.81

Omega

0.93

0.90

Calmar

-0.60

-0.65

Martin

-0.92

-0.94

Comparisons

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CMG vs XLY
CMG vs SPY
CMG vs DRI
CMG vs SBUX
CMG vs YUM

More DASH comparisons

DASH vs UBER
DASH vs XLY
DASH vs SPY
DASH vs BKNG
DASH vs ABNB
DASH vs EXPE

CMG vs DASH: returns, Sharpe ratio and drawdown

CMG vs DASH

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