Daily Roman Update vs FLOAT
Daily Roman Update (DRU) and FLOAT (FLOAT) compared side by side. FLOAT has been the more volatile of the two, at 2418065% annualised against DRU's 569%.
Daily Roman Update (DRU) and FLOAT (FLOAT) compared side by side. FLOAT has been the more volatile of the two, at 2418065% annualised against DRU's 569%.
DRUFLOAT
| Metric | DRU | FLOAT |
|---|---|---|
| Max drawdown (400d) | -68.5% | -100.0% |
| Risk-adjusted return (90d) | -0.06 | 0.15 |