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IHT vs. FSMEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IHT and FSMEX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

IHT vs. FSMEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InnSuites Hospitality Trust (IHT) and Fidelity Select Medical Technology and Devices Portfolio (FSMEX). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%JulyAugustSeptemberOctoberNovemberDecember
-33.07%
1,384.03%
IHT
FSMEX

Key characteristics

Sharpe Ratio

IHT:

0.98

FSMEX:

0.28

Sortino Ratio

IHT:

1.73

FSMEX:

0.47

Omega Ratio

IHT:

1.21

FSMEX:

1.07

Calmar Ratio

IHT:

0.72

FSMEX:

0.15

Martin Ratio

IHT:

4.13

FSMEX:

1.06

Ulcer Index

IHT:

15.47%

FSMEX:

4.49%

Daily Std Dev

IHT:

64.63%

FSMEX:

16.82%

Max Drawdown

IHT:

-94.82%

FSMEX:

-43.45%

Current Drawdown

IHT:

-79.59%

FSMEX:

-29.70%

Returns By Period

In the year-to-date period, IHT achieves a 36.75% return, which is significantly higher than FSMEX's 1.37% return. Over the past 10 years, IHT has underperformed FSMEX with an annualized return of -0.71%, while FSMEX has yielded a comparatively higher 6.10% annualized return.


IHT

YTD

36.75%

1M

11.93%

6M

23.28%

1Y

72.47%

5Y*

9.56%

10Y*

-0.71%

FSMEX

YTD

1.37%

1M

-6.59%

6M

-0.95%

1Y

2.50%

5Y*

0.88%

10Y*

6.10%

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Risk-Adjusted Performance

IHT vs. FSMEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InnSuites Hospitality Trust (IHT) and Fidelity Select Medical Technology and Devices Portfolio (FSMEX). 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.


Sharpe ratio
The chart of Sharpe ratio for IHT, currently valued at 1.29, compared to the broader market-4.00-2.000.002.001.290.28
The chart of Sortino ratio for IHT, currently valued at 2.06, compared to the broader market-4.00-2.000.002.004.002.060.47
The chart of Omega ratio for IHT, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.07
The chart of Calmar ratio for IHT, currently valued at 0.94, compared to the broader market0.002.004.006.000.940.15
The chart of Martin ratio for IHT, currently valued at 5.38, compared to the broader market-5.000.005.0010.0015.0020.0025.005.381.06
IHT
FSMEX

The current IHT Sharpe Ratio is 0.98, which is higher than the FSMEX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of IHT and FSMEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.29
0.28
IHT
FSMEX

Dividends

IHT vs. FSMEX - Dividend Comparison

IHT's dividend yield for the trailing twelve months is around 0.88%, while FSMEX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
IHT
InnSuites Hospitality Trust
0.88%1.18%1.20%0.92%0.91%1.31%1.27%1.71%0.44%0.48%0.40%0.60%
FSMEX
Fidelity Select Medical Technology and Devices Portfolio
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.18%0.00%11.71%5.17%9.84%

Drawdowns

IHT vs. FSMEX - Drawdown Comparison

The maximum IHT drawdown since its inception was -94.82%, which is greater than FSMEX's maximum drawdown of -43.45%. Use the drawdown chart below to compare losses from any high point for IHT and FSMEX. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-79.59%
-29.70%
IHT
FSMEX

Volatility

IHT vs. FSMEX - Volatility Comparison

InnSuites Hospitality Trust (IHT) has a higher volatility of 17.47% compared to Fidelity Select Medical Technology and Devices Portfolio (FSMEX) at 8.65%. This indicates that IHT's price experiences larger fluctuations and is considered to be riskier than FSMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
17.47%
8.65%
IHT
FSMEX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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