PLTD vs PSQ: returns, Sharpe ratio and drawdown
Performance
PLTD-29.26%PSQ-15.10%
Summary
PLTD vs PSQ
Over the past year, PSQ returned -15.10% against -29.26% for PLTD. PLTD had the higher Sharpe ratio over the past year (-0.33 vs -0.96), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -27.41% for PSQ and -55.75% for PLTD.
Current Drawdown
PLTD-50.52%PSQ-22.22%
Rolling Volatility
PLTD+2.51%PSQ+1.11%
METRICS
Correlation Matrix
Metrics
Risk Indicators
PLTDPSQ
Alpha
PLTD
-1.56%
PSQ
-5.70%
Beta
PLTD
-1.99x
PSQ
-1.44x
Sharpe
PLTD
-0.33
PSQ
-0.96
Sortino
PLTD
-0.42
PSQ
-1.31
Omega
PLTD
0.94
PSQ
0.85
Calmar
PLTD
-0.52
PSQ
-0.55
Martin
PLTD
-0.81
PSQ
-1.18
Comparisons