NBIG vs RAM: Returns, Risk & Full Comparison | Redstone

NBIG vs RAM: Returns, Risk & Full Comparison | Redstone

Performance

NBIG-50.81%RAM-66.62%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
NBIG	-24.44%	+13.89%	—	—	—	—
RAM	-11.88%	—	—	—	—	—

Current Drawdown

NBIG-80.74%RAM-72.34%

Rolling Volatility

NBIG+10.11%RAM+5.94%

METRICS

Correlation Matrix

	NBIG	RAM
NBIG	1.00	0.68
RAM	0.68	1.00

Metrics

Risk Indicators

NBIGRAM

Alpha

—

—

Beta

—

—

Sharpe

—

—

Sortino

—

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Omega

—

—

Calmar

—

—

Martin

—

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Comparisons

More NBIG comparisons

More RAM comparisons