3M | 6M | 1Y |
---|---|---|
4 | 2 | 6 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | 10.50% | -3.78% | 21.67% |
Price Trend ⓘ | 0.85 | -0.36 | 0.46 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 17.82% | 21.06% | 25.98% |
Max Drawdown ⓘ | -13.27% | -24.18% | -26.02% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.53 | -0.28 | 0.65 |
Calmar Ratio ⓘ | 0.79 | -0.16 | 0.83 |
Sortino Ratio ⓘ | 0.84 | -0.45 | 0.97 |