Performance

VBK+16.98%VB+16.68%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
VBK	+1.22%	+12.29%	+16.98%	+3.65%	-11.54%	0.66
VB	+0.64%	+10.68%	+16.68%	+5.03%	-9.32%	0.78

Summary

VBK vs VB

Over the past year, VBK returned +16.98% against +16.68% for VB. Over five years, VB averaged +5.03% a year, compared with +3.65% for VBK. VB had the higher Sharpe ratio over the past year (0.78 vs 0.66), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.32% for VB and -11.54% for VBK.

Current Drawdown

VBK-5.87%VB-6.40%

Rolling Volatility

VBK+0.78%VB+0.66%

METRICS

Correlation Matrix

	VBK	VB
VBK	1.00	0.94
VB	0.94	1.00

Metrics

Risk Indicators

VBKVB

Alpha

-5.71%

-2.24%

Beta

1.36x

1.04x

Sharpe

0.66

0.78

Sortino

0.96

1.15

Omega

1.11

1.13

Calmar

1.47

1.79

Martin

3.35

3.91

Comparisons

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