3M | 6M | 1Y |
---|---|---|
4 | 3 | 1 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | 5.91% | 6.14% | -17.11% |
Price Trend ⓘ | 0.87 | -0.45 | -0.67 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 26.69% | 30.20% | 42.53% |
Max Drawdown ⓘ | -10.59% | -28.73% | -39.59% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.18 | 0.13 | -0.51 |
Calmar Ratio ⓘ | 0.56 | 0.21 | -0.43 |
Sortino Ratio ⓘ | 0.21 | 0.16 | -0.65 |