3M | 6M | 1Y |
---|---|---|
4 | 2 | 2 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | 5.78% | -5.16% | -8.35% |
Price Trend ⓘ | 0.79 | -0.67 | -0.85 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 17.83% | 21.99% | 27.47% |
Max Drawdown ⓘ | -10.67% | -26.30% | -33.00% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.26 | -0.33 | -0.47 |
Calmar Ratio ⓘ | 0.54 | -0.20 | -0.25 |
Sortino Ratio ⓘ | 0.34 | -0.47 | -0.65 |