DPC vs XLI: Returns, Risk & Full Comparison | Redstone

DPC vs XLI: Returns, Risk & Full Comparison | Redstone

Performance

DPC-34.11%XLI+9.28%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
DPC	-2.77%	—	—	—	—	—
XLI	-0.08%	+6.19%	+9.28%	+10.00%	-12.46%	0.35

Current Drawdown

DPC-45.65%XLI-10.05%

Rolling Volatility

DPC+2.73%XLI+0.79%

METRICS

Correlation Matrix

	DPC	XLI
DPC	1.00	0.37
XLI	0.37	1.00

Metrics

Risk Indicators

DPCXLI

Alpha

—

-2.77%

Beta

—

0.94x

Sharpe

—

0.35

Sortino

—

0.50

Omega

—

1.06

Calmar

—

0.74

Martin

—

1.30

Comparisons

More DPC comparisons

More XLI comparisons