GH vs TEM: returns, Sharpe ratio and drawdown
Performance
GH+125.93%TEM-29.99%
Summary
GH vs TEM
Over the past year, GH returned +125.93% against -29.99% for TEM. GH had the higher Sharpe ratio over the past year (1.61 vs -0.18), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -32.98% for GH and -55.06% for TEM.
Current Drawdown
GH-15.29%TEM-29.99%
Rolling Volatility
GH+2.75%TEM+4.95%
METRICS
Correlation Matrix
Metrics
Risk Indicators
GHTEM
Alpha
GH
85.52%
TEM
-37.16%
Beta
GH
0.99x
TEM
2.57x
Sharpe
GH
1.61
TEM
-0.18
Sortino
GH
2.92
TEM
-0.28
Omega
GH
1.36
TEM
0.97
Calmar
GH
3.82
TEM
-0.54
Martin
GH
7.35
TEM
-0.36
Comparisons