gVLAD vs Fables
gVLAD (VLAD) and Fables (FABLES) compared side by side. FABLES has been the more volatile of the two, at 240% annualised against VLAD's 140%.
gVLAD (VLAD) and Fables (FABLES) compared side by side. FABLES has been the more volatile of the two, at 240% annualised against VLAD's 140%.
VLADFABLES
| Metric | VLAD | FABLES |
|---|---|---|
| Max drawdown (400d) | -73.2% | -56.8% |
| Risk-adjusted return (90d) | -0.52 | -0.19 |