From: | Beginning of | 1/1976 | To: | End of | 12/2020 |
| Barclays US Aggregate Bond Index | Return | Total performance | +2.241,16 % | | Return p.a. | +7,27 % | Risk | Maximum drawdown | -12,74 % | | Volatility p.a. | 5,23 % | | Downside Volatility | 3,37 % | Statistics | Sharpe Ratio | 1,39 | | MAR Ratio | 0,57 | | Sortino Ratio | 2,15 | | Correlation |
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