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HFEQ vs. ORR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFEQ vs. ORR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unlimited HFEQ Equity Long/Short ETF (HFEQ) and Militia Long/Short Equity ETF (ORR). The values are adjusted to include any dividend payments, if applicable.

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HFEQ vs. ORR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, HFEQ achieves a 2.39% return, which is significantly lower than ORR's 8.11% return.


HFEQ

1D
1.22%
1M
-6.50%
YTD
2.39%
6M
4.24%
1Y
3Y*
5Y*
10Y*

ORR

1D
1.32%
1M
-3.83%
YTD
8.11%
6M
18.65%
1Y
32.27%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFEQ vs. ORR - Expense Ratio Comparison

HFEQ has a 1.00% expense ratio, which is lower than ORR's 14.19% expense ratio.


Return for Risk

HFEQ vs. ORR — Risk / Return Rank

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

HFEQ

ORR
ORR Risk / Return Rank: 9292
Overall Rank
ORR Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ORR Sortino Ratio Rank: 9393
Sortino Ratio Rank
ORR Omega Ratio Rank: 9191
Omega Ratio Rank
ORR Calmar Ratio Rank: 9494
Calmar Ratio Rank
ORR Martin Ratio Rank: 9292
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.

HFEQ vs. ORR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unlimited HFEQ Equity Long/Short ETF (HFEQ) and Militia Long/Short Equity ETF (ORR). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

HFEQ vs. ORR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HFEQORRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

2.30

-1.13

Correlation

The correlation between HFEQ and ORR is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HFEQ vs. ORR - Dividend Comparison

HFEQ's dividend yield for the trailing twelve months is around 10.30%, while ORR has not paid dividends to shareholders.


Drawdowns

HFEQ vs. ORR - Drawdown Comparison

The maximum HFEQ drawdown since its inception was -12.46%, which is greater than ORR's maximum drawdown of -8.64%. Use the drawdown chart below to compare losses from any high point for HFEQ and ORR.


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Drawdown Indicators


HFEQORRDifference

Max Drawdown

Largest peak-to-trough decline

-12.46%

-8.64%

-3.82%

Max Drawdown (1Y)

Largest decline over 1 year

-8.42%

Current Drawdown

Current decline from peak

-8.57%

-5.50%

-3.07%

Average Drawdown

Average peak-to-trough decline

-2.35%

-1.53%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

Volatility

HFEQ vs. ORR - Volatility Comparison


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Volatility by Period


HFEQORRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

Volatility (1Y)

Calculated over the trailing 1-year period

21.84%

15.48%

+6.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.84%

15.03%

+6.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.84%

15.03%

+6.81%