SALUKI vs SPX6900
SPX6900 (SPX) is 104680.7× the size of SALUKI (SALUKI) by market capitalisation. SPX has been the more volatile of the two, at 112% annualised against SALUKI's 55%.
- Size ratio
- 1 : 104680.7
SPX6900 (SPX) is 104680.7× the size of SALUKI (SALUKI) by market capitalisation. SPX has been the more volatile of the two, at 112% annualised against SALUKI's 55%.
SALUKISPX
| Metric | SALUKI | SPX |
|---|---|---|
| Max drawdown (400d) | -19.9% | -42.9% |
| Risk-adjusted return (90d) | -0.32 | 0.16 |