3M | 6M | 1Y |
---|---|---|
4 | 6 | 1 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | 8.50% | 10.78% | -4.87% |
Price Trend ⓘ | 0.67 | 0.45 | -0.61 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 15.59% | 19.26% | 33.15% |
Max Drawdown ⓘ | -12.10% | -18.20% | -26.55% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.48 | 0.45 | -0.29 |
Calmar Ratio ⓘ | 0.70 | 0.59 | -0.18 |
Sortino Ratio ⓘ | 0.78 | 0.70 | -0.30 |