FAPMAX vs FLOAT
FAPMAX (FAPMAX) and FLOAT (FLOAT) compared side by side. FLOAT has been the more volatile of the two, at 2418065% annualised against FAPMAX's 106%.
FAPMAX (FAPMAX) and FLOAT (FLOAT) compared side by side. FLOAT has been the more volatile of the two, at 2418065% annualised against FAPMAX's 106%.
FAPMAXFLOAT
| Metric | FAPMAX | FLOAT |
|---|---|---|
| Max drawdown (400d) | -37.8% | -100.0% |
| Risk-adjusted return (90d) | -0.16 | 0.15 |