3M | 6M | 1Y |
---|---|---|
2 | 6 | 8 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | -1.55% | 11.52% | 44.28% |
Price Trend ⓘ | 0.68 | 0.68 | 0.92 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 16.27% | 22.46% | 27.27% |
Max Drawdown ⓘ | -11.80% | -11.80% | -12.18% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | -0.16 | 0.42 | 1.45 |
Calmar Ratio ⓘ | -0.13 | 0.98 | 3.64 |
Sortino Ratio ⓘ | -0.17 | 0.49 | 1.76 |