3M | 6M | 1Y |
---|---|---|
1 | 1 | 2 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | 1.42% | -4.36% | 0.49% |
Price Trend ⓘ | 0.55 | -0.79 | -0.09 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 17.61% | 22.13% | 30.45% |
Max Drawdown ⓘ | -12.81% | -22.96% | -24.71% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.02 | -0.29 | -0.14 |
Calmar Ratio ⓘ | 0.11 | -0.19 | 0.02 |
Sortino Ratio ⓘ | 0.03 | -0.44 | -0.18 |