microcap vs SPX6900
SPX6900 (SPX) is 165356.5× the size of microcap (MICROCAP) by market capitalisation. SPX has been the more volatile of the two, at 112% annualised against MICROCAP's 49%.
- Size ratio
- 1 : 165356.5
SPX6900 (SPX) is 165356.5× the size of microcap (MICROCAP) by market capitalisation. SPX has been the more volatile of the two, at 112% annualised against MICROCAP's 49%.
MICROCAPSPX
| Metric | MICROCAP | SPX |
|---|---|---|
| Max drawdown (400d) | -27.9% | -42.9% |
| Risk-adjusted return (90d) | -0.56 | 0.16 |