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VTUIX vs. ALTO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTUIX and ALTO is 0.23, 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.


-0.50.00.51.00.2

Performance

VTUIX vs. ALTO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vontobel U.S. Equity Institutional Fund (VTUIX) and Alto Ingredients, Inc. (ALTO). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%AugustSeptemberOctoberNovemberDecember2025
139.95%
-44.33%
VTUIX
ALTO

Key characteristics

Sharpe Ratio

VTUIX:

1.02

ALTO:

-0.27

Sortino Ratio

VTUIX:

1.59

ALTO:

0.10

Omega Ratio

VTUIX:

1.45

ALTO:

1.01

Calmar Ratio

VTUIX:

1.26

ALTO:

-0.18

Martin Ratio

VTUIX:

35.05

ALTO:

-0.62

Ulcer Index

VTUIX:

0.76%

ALTO:

28.46%

Daily Std Dev

VTUIX:

10.18%

ALTO:

66.42%

Max Drawdown

VTUIX:

-32.89%

ALTO:

-99.99%

Current Drawdown

VTUIX:

-0.17%

ALTO:

-99.96%

Returns By Period


VTUIX

YTD

0.00%

1M

0.00%

6M

5.20%

1Y

13.42%

5Y*

2.61%

10Y*

N/A

ALTO

YTD

7.05%

1M

0.60%

6M

7.05%

1Y

-12.57%

5Y*

20.73%

10Y*

-15.51%

*Annualized

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Risk-Adjusted Performance

VTUIX vs. ALTO — Risk-Adjusted Performance Rank

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

VTUIX
The Risk-Adjusted Performance Rank of VTUIX is 7272
Overall Rank
The Sharpe Ratio Rank of VTUIX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VTUIX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VTUIX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of VTUIX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VTUIX is 9797
Martin Ratio Rank

ALTO
The Risk-Adjusted Performance Rank of ALTO is 3434
Overall Rank
The Sharpe Ratio Rank of ALTO is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of ALTO is 3434
Sortino Ratio Rank
The Omega Ratio Rank of ALTO is 3434
Omega Ratio Rank
The Calmar Ratio Rank of ALTO is 3535
Calmar Ratio Rank
The Martin Ratio Rank of ALTO is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTUIX vs. ALTO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vontobel U.S. Equity Institutional Fund (VTUIX) and Alto Ingredients, Inc. (ALTO). 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 VTUIX, currently valued at 1.51, compared to the broader market-1.000.001.002.003.004.001.51-0.27
The chart of Sortino ratio for VTUIX, currently valued at 2.08, compared to the broader market0.005.0010.002.080.10
The chart of Omega ratio for VTUIX, currently valued at 1.33, compared to the broader market1.002.003.004.001.331.01
The chart of Calmar ratio for VTUIX, currently valued at 2.86, compared to the broader market0.005.0010.0015.0020.002.86-0.20
The chart of Martin ratio for VTUIX, currently valued at 10.05, compared to the broader market0.0020.0040.0060.0080.0010.05-0.62
VTUIX
ALTO

The current VTUIX Sharpe Ratio is 1.02, which is higher than the ALTO Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of VTUIX and ALTO, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.51
-0.27
VTUIX
ALTO

Dividends

VTUIX vs. ALTO - Dividend Comparison

VTUIX's dividend yield for the trailing twelve months is around 0.62%, while ALTO has not paid dividends to shareholders.


TTM2024202320222021202020192018
VTUIX
Vontobel U.S. Equity Institutional Fund
0.62%0.62%0.53%0.36%0.36%0.29%0.65%0.73%
ALTO
Alto Ingredients, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VTUIX vs. ALTO - Drawdown Comparison

The maximum VTUIX drawdown since its inception was -32.89%, smaller than the maximum ALTO drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for VTUIX and ALTO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.17%
-84.58%
VTUIX
ALTO

Volatility

VTUIX vs. ALTO - Volatility Comparison

The current volatility for Vontobel U.S. Equity Institutional Fund (VTUIX) is 0.00%, while Alto Ingredients, Inc. (ALTO) has a volatility of 22.22%. This indicates that VTUIX experiences smaller price fluctuations and is considered to be less risky than ALTO 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%AugustSeptemberOctoberNovemberDecember20250
22.22%
VTUIX
ALTO
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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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