Performance

TTD-74.82%APP-57.10%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
TTD	-2.06%	-67.25%	-75.14%	-29.60%	-77.20%	-2.30
APP	-0.81%	-50.15%	-56.73%	+29.07%	-59.30%	-0.83

Summary

TTD vs APP

Over the past year, APP returned -56.73% against -75.14% for TTD. Over five years, APP averaged +29.07% a year, compared with -29.60% for TTD. APP had the higher Sharpe ratio over the past year (-0.83 vs -2.30), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -59.30% for APP and -77.20% for TTD.

Current Drawdown

TTD-77.20%APP-57.98%

Rolling Volatility

TTD+2.80%APP+2.70%

METRICS

Correlation Matrix

	TTD	APP
TTD	1.00	0.22
APP	0.22	1.00

Metrics

Risk Indicators

TTDAPP

Alpha

-138.80%

-84.10%

Beta

0.90x

2.13x

Sharpe

-2.30

-0.83

Sortino

-2.94

-1.06

Omega

0.67

0.87

Calmar

-0.97

-0.96

Martin

-2.43

-1.69

Comparisons

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TTD vs APP: returns, Sharpe ratio and drawdown

TTD vs APP

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