DOCS vs HALO: returns, Sharpe ratio and drawdown

Over the past year, HALO returned +83.30% against -54.46% for DOCS. Over five years, HALO averaged +26.39% a year, compared with -15.01% for DOCS. HALO had the higher Sharpe ratio over the past year (1.70 vs -0.99), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -24.13% for HALO and -73.71% for DOCS.