Performance

INDA-12.93%VWO+5.45%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
INDA	-0.60%	-12.65%	-12.93%	-0.49%	-17.85%	-1.10
VWO	-1.29%	+5.64%	+5.45%	+2.77%	-11.17%	0.14

Summary

INDA vs VWO

Over the past year, VWO returned +5.45% against -12.93% for INDA. Over five years, VWO averaged +2.77% a year, compared with -0.49% for INDA. VWO had the higher Sharpe ratio over the past year (0.14 vs -1.10), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.17% for VWO and -17.85% for INDA.

Current Drawdown

INDA-13.80%VWO-5.55%

Rolling Volatility

INDA+0.96%VWO+0.95%

METRICS

Correlation Matrix

	INDA	VWO
INDA	1.00	0.65
VWO	0.65	1.00

Metrics

Risk Indicators

INDAVWO

Alpha

-24.07%

-7.99%

Beta

0.73x

1.12x

Sharpe

-1.10

0.14

Sortino

-1.53

0.19

Omega

0.83

1.02

Calmar

-0.72

0.49

Martin

-1.73

0.66

Comparisons

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INDA vs SPEM
INDA vs SCHE
INDA vs IEMG
INDA vs AVEM
INDA vs EEM

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VWO vs IEMG
VWO vs EEM
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VWO vs VOO

INDA vs VWO: returns, Sharpe ratio and drawdown

INDA vs VWO

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