3M | 6M | 1Y |
---|---|---|
6 | 3 | 6 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | 14.96% | 1.24% | 25.01% |
Price Trend ⓘ | 0.87 | -0.45 | -0.04 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 18.80% | 23.01% | 29.87% |
Max Drawdown ⓘ | -15.37% | -27.64% | -30.65% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.74 | -0.04 | 0.68 |
Calmar Ratio ⓘ | 0.97 | 0.04 | 0.82 |
Sortino Ratio ⓘ | 0.80 | -0.04 | 0.89 |