SKHX vs SNDU: returns, Sharpe ratio and drawdown
Performance
SKHX-61.48%SNDU+87.33%
Current Drawdown
SKHX-61.48%SNDU-81.13%
Rolling Volatility
SKHX+6.70%SNDU+8.23%
METRICS
Correlation Matrix
Metrics
Risk Indicators
SKHXSNDU
Alpha
SKHX
—
SNDU
—
Beta
SKHX
—
SNDU
—
Sharpe
SKHX
—
SNDU
—
Sortino
SKHX
—
SNDU
—
Omega
SKHX
—
SNDU
—
Calmar
SKHX
—
SNDU
—
Martin
SKHX
—
SNDU
—
Comparisons