SPCH vs UVIX: Returns, Risk & Full Comparison | Redstone

SPCH vs UVIX: Returns, Risk & Full Comparison | Redstone

Performance

SPCH-56.03%UVIX-80.19%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
SPCH	-3.67%	—	—	—	—	—
UVIX	+15.36%	-63.81%	-80.19%	—	-87.31%	-1.07

Current Drawdown

SPCH-60.00%UVIX-84.70%

Rolling Volatility

SPCH+6.28%UVIX+4.51%

METRICS

Correlation Matrix

	SPCH	UVIX
SPCH	1.00	-0.17
UVIX	-0.17	1.00

Metrics

Risk Indicators

SPCHUVIX

Alpha

—

-50.70%

Beta

—

-6.68x

Sharpe

—

-1.07

Sortino

—

-1.53

Omega

—

0.83

Calmar

—

-0.92

Martin

—

-1.82

Comparisons

More SPCH comparisons

More UVIX comparisons