3M | 6M | 1Y |
---|---|---|
5 | 4 | 3 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | 6.70% | 5.22% | 14.01% |
Price Trend ⓘ | 0.88 | -0.06 | 0.27 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 13.82% | 15.24% | 17.58% |
Max Drawdown ⓘ | -12.55% | -15.97% | -17.82% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.41 | 0.20 | 0.53 |
Calmar Ratio ⓘ | 0.53 | 0.33 | 0.79 |
Sortino Ratio ⓘ | 0.50 | 0.27 | 0.70 |