MUU vs SKHX: Returns, Risk & Full Comparison | Redstone

MUU vs SKHX: Returns, Risk & Full Comparison | Redstone

Performance

MUU+689.23%SKHX-61.48%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
MUU	-11.49%	+299.90%	+689.23%	—	-68.12%	2.06
SKHX	-13.45%	—	—	—	—	—

Current Drawdown

MUU-60.48%SKHX-61.48%

Rolling Volatility

MUU+6.00%SKHX+6.70%

METRICS

Correlation Matrix

	MUU	SKHX
MUU	1.00	0.87
SKHX	0.87	1.00

Metrics

Risk Indicators

MUUSKHX

Alpha

271.64%

—

Beta

6.66x

—

Sharpe

2.06

—

Sortino

3.42

—

Omega

1.41

—

Calmar

10.12

—

Martin

10.94

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Comparisons

More MUU comparisons

More SKHX comparisons