MULL vs SKUU: Returns, Risk & Full Comparison | Redstone

Performance

MULL+689.01%SKUU-60.98%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
MULL	-11.49%	+290.90%	+689.01%	—	-68.16%	2.06
SKUU	-13.36%	—	—	—	—	—

Current Drawdown

MULL-60.54%SKUU-60.98%

Rolling Volatility

MULL+6.03%SKUU+6.64%

METRICS

Correlation Matrix

	MULL	SKUU
MULL	1.00	0.87
SKUU	0.87	1.00

Metrics

Risk Indicators

MULLSKUU

Alpha

272.98%

—

Beta

6.72x

—

Sharpe

2.06

—

Sortino

3.41

—

Omega

1.41

—

Calmar

10.11

—

Martin

10.97

—

Comparisons

More MULL comparisons

More SKUU comparisons

MULL vs SKUU: Returns, Risk & Full Comparison | Redstone