Performance

CRM-5.19%NOW-20.75%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
CRM	+0.58%	-9.66%	-5.19%	-4.72%	-43.61%	0.02
NOW	+0.79%	-4.47%	-20.75%	+1.21%	-56.14%	-0.20

Summary

CRM vs NOW

Over the past year, CRM returned -5.19% against -20.75% for NOW. Over five years, NOW averaged +1.21% a year, compared with -4.72% for CRM. CRM had the higher Sharpe ratio over the past year (0.02 vs -0.20), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -43.61% for CRM and -56.14% for NOW.

Current Drawdown

CRM-13.94%NOW-25.57%

Rolling Volatility

CRM+2.04%NOW+2.38%

METRICS

Correlation Matrix

	CRM	NOW
CRM	1.00	0.78
NOW	0.78	1.00

Metrics

Risk Indicators

CRMNOW

Alpha

-5.30%

-20.69%

Beta

0.46x

0.66x

Sharpe

0.02

-0.20

Sortino

0.04

-0.28

Omega

1.00

0.97

Calmar

-0.12

-0.37

Martin

0.05

-0.31

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CRM vs NOW: returns, Sharpe ratio and drawdown

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