MBGL vs TTEK: Returns, Risk & Full Comparison | Redstone

MBGL vs TTEK: Returns, Risk & Full Comparison | Redstone

Performance

MBGL-11.80%TTEK+4.01%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
MBGL	-0.16%	—	—	—	—	—
TTEK	-0.17%	+3.18%	+4.01%	-0.24%	-38.56%	0.17

Current Drawdown

MBGL-16.04%TTEK-18.52%

Rolling Volatility

MBGL+2.27%TTEK+1.61%

METRICS

Correlation Matrix

	MBGL	TTEK
MBGL	1.00	0.29
TTEK	0.29	1.00

Metrics

Risk Indicators

MBGLTTEK

Alpha

—

3.29%

Beta

—

0.32x

Sharpe

—

0.17

Sortino

—

0.25

Omega

—

1.03

Calmar

—

0.10

Martin

—

0.30

Comparisons

More MBGL comparisons

More TTEK comparisons