3M | 6M | 1Y |
---|---|---|
4 | 10 | 9 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | 5.16% | 28.84% | 30.35% |
Price Trend ⓘ | 0.68 | 0.95 | 0.88 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 12.70% | 15.55% | 20.18% |
Max Drawdown ⓘ | -8.60% | -8.60% | -11.15% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.32 | 1.72 | 1.27 |
Calmar Ratio ⓘ | 0.60 | 3.35 | 2.72 |
Sortino Ratio ⓘ | 0.37 | 2.08 | 1.73 |