3M | 6M | 1Y |
---|---|---|
4 | 4 | 5 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | 3.10% | 5.14% | 18.71% |
Price Trend ⓘ | 0.77 | 0.02 | 0.26 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 15.73% | 18.88% | 22.00% |
Max Drawdown ⓘ | -14.72% | -19.25% | -19.25% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.13 | 0.16 | 0.64 |
Calmar Ratio ⓘ | 0.21 | 0.27 | 0.97 |
Sortino Ratio ⓘ | 0.15 | 0.21 | 0.82 |