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

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

Performance

FDXF-24.29%SNDR+33.63%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
FDXF	+2.45%	—	—	—	—	—
SNDR	-0.10%	+16.83%	+33.63%	+4.82%	-22.56%	0.83

Current Drawdown

FDXF-39.93%SNDR-18.70%

Rolling Volatility

FDXF+1.80%SNDR+1.19%

METRICS

Correlation Matrix

	FDXF	SNDR
FDXF	1.00	0.54
SNDR	0.54	1.00

Metrics

Risk Indicators

FDXFSNDR

Alpha

—

22.87%

Beta

—

1.05x

Sharpe

—

0.83

Sortino

—

1.23

Omega

—

1.16

Calmar

—

1.49

Martin

—

3.44

Comparisons

More FDXF comparisons

More SNDR comparisons