3M | 6M | 1Y |
---|---|---|
6 | 8 | 1 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | 19.67% | 30.09% | 2.81% |
Price Trend ⓘ | 0.92 | 0.43 | -0.40 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 23.60% | 28.97% | 36.16% |
Max Drawdown ⓘ | -19.84% | -25.10% | -33.34% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.79 | 0.97 | -0.05 |
Calmar Ratio ⓘ | 0.99 | 1.20 | 0.08 |
Sortino Ratio ⓘ | 0.75 | 1.12 | -0.06 |