From: | Beginning of | 9/1956 | To: | End of | 1/2018 |
| CRB Rohstoffindex | Return | Total performance | +82,30 % | | Return p.a. | +0,98 % | Risk | Maximum drawdown | -64,75 % | | Volatility p.a. | 14,43 % | | Downside Volatility | 12,16 % | Statistics | Sharpe Ratio | 0,07 | | MAR Ratio | 0,02 | | Sortino Ratio | 0,08 | | Correlation |
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