3M | 6M | 1Y |
---|---|---|
3 | 2 | 5 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | 5.79% | -8.43% | 30.30% |
Price Trend ⓘ | 0.75 | -0.70 | 0.01 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 26.97% | 32.31% | 38.44% |
Max Drawdown ⓘ | -12.48% | -35.15% | -39.16% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.17 | -0.33 | 0.67 |
Calmar Ratio ⓘ | 0.46 | -0.24 | 0.77 |
Sortino Ratio ⓘ | 0.24 | -0.46 | 0.92 |