SPXU vs SSPC: Returns, Risk & Full Comparison | Redstone

SPXU vs SSPC: Returns, Risk & Full Comparison | Redstone

Performance

SPXU-34.11%SSPC-2.73%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
SPXU	+3.44%	-29.57%	-34.11%	-34.44%	-47.33%	-1.04
SSPC	+3.37%	—	—	—	—	—

Current Drawdown

SPXU-43.81%SSPC-61.59%

Rolling Volatility

SPXU+1.84%SSPC+6.26%

METRICS

Correlation Matrix

	SPXU	SSPC
SPXU	1.00	0.38
SSPC	0.38	1.00

Metrics

Risk Indicators

SPXUSSPC

Alpha

-11.70%

—

Beta

-2.98x

—

Sharpe

-1.04

—

Sortino

-1.41

—

Omega

0.84

—

Calmar

-0.72

—

Martin

-1.29

—

Comparisons

More SPXU comparisons

More SSPC comparisons