POOL vs SPY: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +15.31% against -46.62% for POOL. Over five years, SPY averaged +11.69% a year, compared with -19.04% for POOL. SPY had the higher Sharpe ratio over the past year (0.83 vs -1.77), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -49.07% for POOL.