3M | 6M | 1Y |
---|---|---|
3 | 3 | 4 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | -3.43% | 3.38% | 24.00% |
Price Trend ⓘ | 0.68 | -0.53 | 0.24 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 24.04% | 28.01% | 41.61% |
Max Drawdown ⓘ | -19.84% | -31.19% | -31.19% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | -0.19 | 0.05 | 0.46 |
Calmar Ratio ⓘ | -0.17 | 0.11 | 0.77 |
Sortino Ratio ⓘ | -0.23 | 0.06 | 0.79 |