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GRZZX vs. BEARX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GRZZX vs. BEARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grizzly Short Fund (GRZZX) and Federated Hermes Prudent Bear Fd (BEARX). The values are adjusted to include any dividend payments, if applicable.

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GRZZX vs. BEARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GRZZX
Grizzly Short Fund
5.45%-2.98%-6.74%-18.72%22.43%-15.87%-41.33%-29.43%301.98%-19.84%
BEARX
Federated Hermes Prudent Bear Fd
5.54%-12.42%-20.34%-18.67%17.78%-23.78%-22.95%-19.95%-5.96%-15.76%

Returns By Period

The year-to-date returns for both investments are quite close, with GRZZX having a 5.45% return and BEARX slightly higher at 5.54%. Over the past 10 years, GRZZX has outperformed BEARX with an annualized return of -0.79%, while BEARX has yielded a comparatively lower -13.59% annualized return.


GRZZX

1D
-2.44%
1M
5.87%
YTD
5.45%
6M
6.28%
1Y
-2.53%
3Y*
-4.54%
5Y*
-2.29%
10Y*
-0.79%

BEARX

1D
-2.68%
1M
5.82%
YTD
5.54%
6M
3.90%
1Y
-12.50%
3Y*
-13.71%
5Y*
-10.19%
10Y*
-13.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GRZZX vs. BEARX - Expense Ratio Comparison

GRZZX has a 1.61% expense ratio, which is lower than BEARX's 1.78% expense ratio.


Return for Risk

GRZZX vs. BEARX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GRZZX
GRZZX Risk / Return Rank: 33
Overall Rank
GRZZX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
GRZZX Sortino Ratio Rank: 33
Sortino Ratio Rank
GRZZX Omega Ratio Rank: 33
Omega Ratio Rank
GRZZX Calmar Ratio Rank: 44
Calmar Ratio Rank
GRZZX Martin Ratio Rank: 44
Martin Ratio Rank

BEARX
BEARX Risk / Return Rank: 11
Overall Rank
BEARX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BEARX Sortino Ratio Rank: 00
Sortino Ratio Rank
BEARX Omega Ratio Rank: 00
Omega Ratio Rank
BEARX Calmar Ratio Rank: 22
Calmar Ratio Rank
BEARX Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GRZZX vs. BEARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grizzly Short Fund (GRZZX) and Federated Hermes Prudent Bear Fd (BEARX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


GRZZXBEARXDifference

Sharpe ratio

Return per unit of total volatility

-0.14

-0.82

+0.68

Sortino ratio

Return per unit of downside risk

-0.05

-1.12

+1.07

Omega ratio

Gain probability vs. loss probability

0.99

0.84

+0.15

Calmar ratio

Return relative to maximum drawdown

-0.13

-0.44

+0.31

Martin ratio

Return relative to average drawdown

-0.16

-0.54

+0.38

GRZZX vs. BEARX - Sharpe Ratio Comparison

The current GRZZX Sharpe Ratio is -0.14, which is higher than the BEARX Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of GRZZX and BEARX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GRZZXBEARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

-0.82

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

-0.60

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

-0.82

+0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

-0.01

-0.09

Correlation

The correlation between GRZZX and BEARX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GRZZX vs. BEARX - Dividend Comparison

GRZZX's dividend yield for the trailing twelve months is around 4.91%, less than BEARX's 6.36% yield.


TTM2025202420232022202120202019
GRZZX
Grizzly Short Fund
4.91%6.00%10.30%6.61%0.00%0.00%0.00%1.14%
BEARX
Federated Hermes Prudent Bear Fd
6.36%6.71%0.00%13.32%0.00%0.00%0.00%0.62%

Drawdowns

GRZZX vs. BEARX - Drawdown Comparison

The maximum GRZZX drawdown since its inception was -91.80%, roughly equal to the maximum BEARX drawdown of -95.38%. Use the drawdown chart below to compare losses from any high point for GRZZX and BEARX.


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Drawdown Indicators


GRZZXBEARXDifference

Max Drawdown

Largest peak-to-trough decline

-91.80%

-95.38%

+3.58%

Max Drawdown (1Y)

Largest decline over 1 year

-22.23%

-26.53%

+4.30%

Max Drawdown (5Y)

Largest decline over 5 years

-36.02%

-48.32%

+12.30%

Max Drawdown (10Y)

Largest decline over 10 years

-71.73%

-78.77%

+7.04%

Current Drawdown

Current decline from peak

-88.24%

-95.04%

+6.80%

Average Drawdown

Average peak-to-trough decline

-69.22%

-60.85%

-8.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.82%

21.58%

-3.76%

Volatility

GRZZX vs. BEARX - Volatility Comparison

Grizzly Short Fund (GRZZX) and Federated Hermes Prudent Bear Fd (BEARX) have volatilities of 5.16% and 4.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRZZXBEARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

4.93%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.47%

9.20%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

19.84%

15.37%

+4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

17.01%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

96.65%

16.64%

+80.01%