3M | 6M | 1Y |
---|---|---|
5 | 4 | 4 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | 16.67% | 11.22% | 23.31% |
Price Trend ⓘ | 0.80 | 0.40 | -0.16 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 21.03% | 25.75% | 32.82% |
Max Drawdown ⓘ | -8.51% | -21.26% | -32.41% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.74 | 0.35 | 0.57 |
Calmar Ratio ⓘ | 1.96 | 0.53 | 0.72 |
Sortino Ratio ⓘ | 1.20 | 0.59 | 0.85 |