Performance

ONTO+62.67%SPY+13.70%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
ONTO	-4.85%	+33.06%	+62.67%	+22.91%	-42.31%	0.98
SPY	-1.11%	+11.72%	+13.70%	+10.77%	-9.13%	0.73

Summary

ONTO vs SPY

Over the past year, ONTO returned +62.67% against +13.70% for SPY. Over five years, ONTO averaged +22.91% a year, compared with +10.77% for SPY. ONTO had the higher Sharpe ratio over the past year (0.98 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -42.31% for ONTO.

Current Drawdown

ONTO-41.68%SPY-2.03%

Rolling Volatility

ONTO+3.95%SPY+0.63%

METRICS

Correlation Matrix

	ONTO	SPY
ONTO	1.00	0.56
SPY	0.56	1.00

Metrics

Risk Indicators

ONTOSPY

Alpha

41.18%

0.00%

Beta

3.13x

1.00x

Sharpe

0.98

0.73

Sortino

1.47

1.07

Omega

1.17

1.13

Calmar

1.48

1.50

Martin

4.53

4.19

Comparisons

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ONTO vs SPY: returns, Sharpe ratio and drawdown

ONTO vs SPY

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