Performance

TER+174.62%XLK+36.31%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
TER	-3.17%	+92.10%	+174.62%	+28.56%	-32.32%	1.66
XLK	-1.79%	+37.06%	+36.31%	+20.53%	-16.15%	1.15

Summary

TER vs XLK

Over the past year, TER returned +174.62% against +36.31% for XLK. Over five years, TER averaged +28.56% a year, compared with +20.53% for XLK. TER had the higher Sharpe ratio over the past year (1.66 vs 1.15), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -16.15% for XLK and -32.32% for TER.

Current Drawdown

TER-15.52%XLK-2.09%

Rolling Volatility

TER+4.37%XLK+1.15%

METRICS

Correlation Matrix

	TER	XLK
TER	1.00	0.67
XLK	0.67	1.00

Metrics

Risk Indicators

TERXLK

Alpha

93.02%

11.83%

Beta

3.20x

1.72x

Sharpe

1.66

1.15

Sortino

2.52

1.68

Omega

1.33

1.21

Calmar

5.40

2.25

Martin

9.33

4.75

Comparisons

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TER vs XLK: returns, Sharpe ratio and drawdown

TER vs XLK

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