FDXF vs SAIA: Returns, Risk & Full Comparison | Redstone

FDXF vs SAIA: Returns, Risk & Full Comparison | Redstone

Performance

FDXF-24.29%SAIA+7.93%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
FDXF	+2.45%	—	—	—	—	—
SAIA	-1.89%	-0.64%	+7.93%	+1.40%	-33.44%	0.30

Current Drawdown

FDXF-39.93%SAIA-31.23%

Rolling Volatility

FDXF+1.80%SAIA+1.75%

METRICS

Correlation Matrix

	FDXF	SAIA
FDXF	1.00	0.52
SAIA	0.52	1.00

Metrics

Risk Indicators

FDXFSAIA

Alpha

—

1.66%

Beta

—

1.33x

Sharpe

—

0.30

Sortino

—

0.44

Omega

—

1.05

Calmar

—

0.24

Martin

—

0.88

Comparisons

More FDXF comparisons

More SAIA comparisons