Performance

PSLV+5.60%VOO+13.68%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
PSLV	-0.65%	-23.73%	+5.60%	+17.32%	-50.83%	0.35
VOO	-1.10%	+11.67%	+13.68%	+10.77%	-9.19%	0.73

Summary

PSLV vs VOO

Over the past year, VOO returned +13.68% against +5.60% for PSLV. Over five years, PSLV averaged +17.32% a year, compared with +10.77% for VOO. VOO had the higher Sharpe ratio over the past year (0.73 vs 0.35), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.19% for VOO and -50.83% for PSLV.

Current Drawdown

PSLV-49.17%VOO-2.04%

Rolling Volatility

PSLV+2.57%VOO+0.65%

METRICS

Correlation Matrix

	PSLV	VOO
PSLV	1.00	0.39
VOO	0.39	1.00

Metrics

Risk Indicators

PSLVVOO

Alpha

3.71%

-0.00%

Beta

1.98x

1.00x

Sharpe

0.35

0.73

Sortino

0.45

1.06

Omega

1.06

1.13

Calmar

0.11

1.49

Martin

0.68

4.22

Comparisons

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PSLV vs SLV
PSLV vs SIVR
PSLV vs AGQ

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VOO vs VTI
VOO vs VOOG
VOO vs QQQ
VOO vs VT
VOO vs VUG
VOO vs SCHD

PSLV vs VOO: returns, Sharpe ratio and drawdown

PSLV vs VOO

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