3M | 6M | 1Y |
---|---|---|
4 | 2 | 5 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | 6.34% | -4.02% | 23.01% |
Price Trend ⓘ | 0.79 | -0.59 | 0.27 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 20.60% | 24.98% | 31.18% |
Max Drawdown ⓘ | -16.52% | -30.47% | -30.47% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.26 | -0.25 | 0.59 |
Calmar Ratio ⓘ | 0.38 | -0.13 | 0.76 |
Sortino Ratio ⓘ | 0.36 | -0.34 | 0.86 |