MFP vs URI: Returns, Risk & Full Comparison | Redstone

MFP vs URI: Returns, Risk & Full Comparison | Redstone

Performance

MFP+8.11%URI+2.93%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
MFP	-2.51%	—	—	—	—	—
URI	-1.71%	+21.84%	+2.93%	+22.28%	-29.12%	0.17

Current Drawdown

MFP-23.12%URI-11.61%

Rolling Volatility

MFP+2.66%URI+2.00%

METRICS

Correlation Matrix

	MFP	URI
MFP	1.00	0.31
URI	0.31	1.00

Metrics

Risk Indicators

MFPURI

Alpha

—

-1.48%

Beta

—

0.98x

Sharpe

—

0.17

Sortino

—

0.28

Omega

—

1.04

Calmar

—

0.10

Martin

—

0.54

Comparisons

More MFP comparisons

More URI comparisons