JAN vs WELL: Returns, Risk & Full Comparison | Redstone

JAN vs WELL: Returns, Risk & Full Comparison | Redstone

Performance

JAN+23.09%WELL+32.15%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
JAN	-0.82%	—	—	—	—	—
WELL	+0.09%	+25.63%	+32.15%	+24.09%	-12.61%	1.16

Current Drawdown

JAN-8.53%WELL-6.83%

Rolling Volatility

JAN+1.27%WELL+1.18%

METRICS

Correlation Matrix

	JAN	WELL
JAN	1.00	0.47
WELL	0.47	1.00

Metrics

Risk Indicators

JANWELL

Alpha

—

26.70%

Beta

—

-0.04x

Sharpe

—

1.16

Sortino

—

1.68

Omega

—

1.21

Calmar

—

2.55

Martin

—

4.23

Comparisons

More JAN comparisons

More WELL comparisons