3M | 6M | 1Y |
---|---|---|
5 | 6 | 7 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | 4.03% | 20.57% | 45.25% |
Price Trend ⓘ | 0.86 | 0.66 | 0.87 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 17.07% | 21.89% | 34.84% |
Max Drawdown ⓘ | -16.72% | -23.22% | -23.22% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.17 | 0.84 | 1.16 |
Calmar Ratio ⓘ | 0.24 | 0.89 | 1.95 |
Sortino Ratio ⓘ | 0.21 | 1.13 | 1.70 |