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TIHGX vs. CLOEU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TIHGXCLOEU
YTD Return34.64%5.47%
1Y Return46.91%-3.85%
3Y Return (Ann)8.07%3.28%
Sharpe Ratio2.92-0.08
Sortino Ratio3.880.26
Omega Ratio1.521.09
Calmar Ratio3.19-0.11
Martin Ratio19.33-0.29
Ulcer Index2.59%13.36%
Daily Std Dev17.06%50.91%
Max Drawdown-57.20%-35.23%
Current Drawdown0.00%-29.03%

Correlation

-0.50.00.51.00.0

The correlation between TIHGX and CLOEU is 0.02, 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.

Performance

TIHGX vs. CLOEU - Performance Comparison

In the year-to-date period, TIHGX achieves a 34.64% return, which is significantly higher than CLOEU's 5.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.47%
-13.66%
TIHGX
CLOEU

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Risk-Adjusted Performance

TIHGX vs. CLOEU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Investment House Growth Fund (TIHGX) and Clover Leaf Capital Corp. (CLOEU). 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.


TIHGX
Sharpe ratio
The chart of Sharpe ratio for TIHGX, currently valued at 2.92, compared to the broader market0.002.004.002.92
Sortino ratio
The chart of Sortino ratio for TIHGX, currently valued at 3.88, compared to the broader market0.005.0010.003.88
Omega ratio
The chart of Omega ratio for TIHGX, currently valued at 1.52, compared to the broader market1.002.003.004.001.52
Calmar ratio
The chart of Calmar ratio for TIHGX, currently valued at 3.19, compared to the broader market0.005.0010.0015.0020.0025.003.19
Martin ratio
The chart of Martin ratio for TIHGX, currently valued at 19.33, compared to the broader market0.0020.0040.0060.0080.00100.0019.33
CLOEU
Sharpe ratio
The chart of Sharpe ratio for CLOEU, currently valued at -0.08, compared to the broader market0.002.004.00-0.08
Sortino ratio
The chart of Sortino ratio for CLOEU, currently valued at 0.26, compared to the broader market0.005.0010.000.26
Omega ratio
The chart of Omega ratio for CLOEU, currently valued at 1.09, compared to the broader market1.002.003.004.001.09
Calmar ratio
The chart of Calmar ratio for CLOEU, currently valued at -0.11, compared to the broader market0.005.0010.0015.0020.0025.00-0.11
Martin ratio
The chart of Martin ratio for CLOEU, currently valued at -0.29, compared to the broader market0.0020.0040.0060.0080.00100.00-0.29

TIHGX vs. CLOEU - Sharpe Ratio Comparison

The current TIHGX Sharpe Ratio is 2.92, which is higher than the CLOEU Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of TIHGX and CLOEU, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.92
-0.08
TIHGX
CLOEU

Dividends

TIHGX vs. CLOEU - Dividend Comparison

Neither TIHGX nor CLOEU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TIHGX vs. CLOEU - Drawdown Comparison

The maximum TIHGX drawdown since its inception was -57.20%, which is greater than CLOEU's maximum drawdown of -35.23%. Use the drawdown chart below to compare losses from any high point for TIHGX and CLOEU. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-29.03%
TIHGX
CLOEU

Volatility

TIHGX vs. CLOEU - Volatility Comparison

The Investment House Growth Fund (TIHGX) has a higher volatility of 4.74% compared to Clover Leaf Capital Corp. (CLOEU) at 0.00%. This indicates that TIHGX's price experiences larger fluctuations and is considered to be riskier than CLOEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
4.74%
0
TIHGX
CLOEU