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Performance Comparison: Atelier vs Nasdaq 100
Comparative Analysis
| Metric | Atelier | Nasdaq 100 | Diff |
|---|---|---|---|
| Performance Insights | |||
| Annual Return (CAGR) | 22.87% | 17.52% | +5.35% |
| Monthly Return | 1.84% | 1.48% | +0.36% |
| Best Year | 55.37% | 53.81% | +1.56% |
| Worst Year | -17.79% | -32.97% | +15.18% |
| Risk Analysis | |||
| Sharpe Ratio | 1.04 | 0.79 | +0.25% |
| Sortino Ratio | 0.08 | 0.06 | +0.02% |
| Maximum Drawdown | -33.51% | -35.56% | +2.05% |
| Recovery Time | 396 days | 352 days | |
| Additional Metrics | |||
| Win Rate | 56.38% | 55.41% | +0.97% |
| Information Ratio | 10.65 | 0.00 | +10.65% |
| Calmar Ratio | 0.68 | 0.49 | +0.19% |
| Hit Ratio | 56.38% | 55.41% | +0.97% |
Dive Deeper Into Our Analysis
Rolling Return Analysis
Drawdown Comparison
Monthly Heatmap Analysis
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The content provided on this website is for informational purposes only and does not constitute financial, investment, or legal advice. Past performance is not indicative of future results. The analysis provided by Atelier is intended solely for educational purposes and should not be used as the sole basis for making investment decisions. Always consult with a qualified professional before making any investment decisions. Atelier does not guarantee the accuracy, completeness, or timeliness of the information provided and is not liable for any errors or omissions. Use of this website is at your own risk.