up and to the left vs Agency
up and to the left (LEFT) and Agency (AGENCY) compared side by side.
up and to the left (LEFT) and Agency (AGENCY) compared side by side.
LEFTAGENCY
| Metric | LEFT | AGENCY |
|---|---|---|
| Max drawdown (400d) | — | -91.5% |
| Risk-adjusted return (90d) | — | — |