3M | 6M | 1Y |
---|---|---|
4 | 3 | 5 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | 8.21% | 1.04% | 21.57% |
Price Trend ⓘ | 0.80 | 0.00 | 0.47 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 28.22% | 32.69% | 40.07% |
Max Drawdown ⓘ | -24.56% | -31.00% | -31.00% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.25 | -0.03 | 0.42 |
Calmar Ratio ⓘ | 0.33 | 0.03 | 0.70 |
Sortino Ratio ⓘ | 0.31 | -0.04 | 0.56 |