Comparison securities:  

Start date:   month   year 

End date:    month   year 

 Inflation corrected

Rolling return: 

Chart resolution:      transparent



Total performance
Return p.a.
Maximum drawdown
Volatility p.a.
Downside Volatility
Sharpe Ratio
MAR Ratio
Sortino Ratio
Download Timeseries  -  Product-Info
 From:  Beginning of  12/1999 
 To:  End of  2/2021 
Eurekahedge Hedge Fund Index
 Return  Total performance+475,22 %
  Return p.a.+8,61 %
 Risk  Maximum drawdown-12,27 %
  Volatility p.a.5,08 %
  Downside Volatility3,73 %
 Statistics  Sharpe Ratio1,69
  MAR Ratio0,70
  Sortino Ratio2,31
No responsibility is taken for the correctness of the provided results. The calculating programs do not substitute expert advice.
Technology by A Step Ahead Of The Market! Software AG