Performance

MSFU-19.33%NOWL-64.13%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
MSFU	-3.95%	+4.90%	-19.33%	—	-64.85%	-0.07
NOWL	-9.11%	-41.08%	-64.13%	—	-84.50%	-0.34

Summary

MSFU vs NOWL

Over the past year, MSFU returned -19.33% against -64.13% for NOWL. MSFU had the higher Sharpe ratio over the past year (-0.07 vs -0.34), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -64.85% for MSFU and -84.50% for NOWL.

Current Drawdown

MSFU-26.52%NOWL-66.41%

Rolling Volatility

MSFU+2.77%NOWL+4.88%

METRICS

Correlation Matrix

	MSFU	NOWL
MSFU	1.00	0.52
NOWL	0.52	1.00

Metrics

Risk Indicators

MSFUNOWL

Alpha

-23.38%

-50.74%

Beta

1.99x

1.26x

Sharpe

-0.07

-0.34

Sortino

-0.11

-0.47

Omega

0.99

0.94

Calmar

-0.30

-0.76

Martin

-0.11

-0.59

Comparisons

More MSFU comparisons

MSFU vs ORCX
MSFU vs PLTU
MSFU vs PTIR
MSFU vs AMZU
MSFU vs SSO

More NOWL comparisons

NOWL vs PLTU
NOWL vs PTIR
NOWL vs ORCX
NOWL vs CONL
NOWL vs MSTU

MSFU vs NOWL: returns, Sharpe ratio and drawdown

MSFU vs NOWL

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