IQMM vs TFLO: Returns, Risk & Full Comparison | Redstone

IQMM vs TFLO: Returns, Risk & Full Comparison | Redstone

Performance

IQMM+0.08%TFLO+0.18%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
IQMM	+0.04%	—	—	—	—	—
TFLO	+0.04%	+0.28%	+0.18%	+0.14%	-0.41%	-4.02

Current Drawdown

IQMM-0.03%TFLO-0.10%

Rolling Volatility

IQMM+0.03%TFLO+0.07%

METRICS

Correlation Matrix

	IQMM	TFLO
IQMM	1.00	-0.01
TFLO	-0.01	1.00

Metrics

Risk Indicators

IQMMTFLO

Alpha

—

-4.26%

Beta

—

-0.01x

Sharpe

—

-4.02

Sortino

—

-3.96

Omega

—

0.25

Calmar

—

0.43

Martin

—

-23.95

Comparisons

More IQMM comparisons

More TFLO comparisons