Rob Track Record vs Fables
Rob Track Record (PNL) and Fables (FABLES) compared side by side. FABLES has been the more volatile of the two, at 239% annualised against PNL's 172%.
Rob Track Record (PNL) and Fables (FABLES) compared side by side. FABLES has been the more volatile of the two, at 239% annualised against PNL's 172%.
PNLFABLES
| Metric | PNL | FABLES |
|---|---|---|
| Max drawdown (400d) | -30.2% | -41.8% |
| Risk-adjusted return (90d) | -0.01 | — |