3M | 6M | 1Y |
---|---|---|
5 | 3 | 3 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | 10.49% | -3.21% | -5.41% |
Price Trend ⓘ | 0.78 | 0.04 | -0.72 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 14.98% | 20.21% | 24.24% |
Max Drawdown ⓘ | -12.08% | -24.39% | -38.14% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.63 | -0.26 | -0.42 |
Calmar Ratio ⓘ | 0.87 | -0.13 | -0.14 |
Sortino Ratio ⓘ | 0.85 | -0.39 | -0.60 |