Performance

PZA-7.44%VTEB-5.03%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
PZA	+0.23%	-6.92%	-7.44%	-4.22%	-10.38%	-2.44
VTEB	+0.08%	-4.71%	-5.03%	-2.59%	-8.23%	-2.69

Summary

PZA vs VTEB

Over the past year, VTEB returned -5.03% against -7.44% for PZA. Over five years, VTEB averaged -2.59% a year, compared with -4.22% for PZA. PZA had the higher Sharpe ratio over the past year (-2.44 vs -2.69), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.23% for VTEB and -10.38% for PZA.

Current Drawdown

PZA-8.31%VTEB-6.16%

Rolling Volatility

PZA+0.60%VTEB+0.44%

METRICS

Correlation Matrix

	PZA	VTEB
PZA	1.00	0.87
VTEB	0.87	1.00

Metrics

Risk Indicators

PZAVTEB

Alpha

-13.57%

-10.51%

Beta

0.15x

0.09x

Sharpe

-2.44

-2.69

Sortino

-2.87

-3.18

Omega

0.64

0.61

Calmar

-0.72

-0.61

Martin

-3.73

-3.46

Comparisons

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PZA vs MUB
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More VTEB comparisons

VTEB vs MUB
VTEB vs BND
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VTEB vs VTES
VTEB vs VCRM

PZA vs VTEB: returns, Sharpe ratio and drawdown

PZA vs VTEB

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