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End date:    month   year 

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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  4/2022 
Eurekahedge CTA.Managed Futures Hedge Fund Index
 Return  Total performance+572,83 %
  Return p.a.+8,87 %
 Risk  Maximum drawdown-6,37 %
  Volatility p.a.6,27 %
  Downside Volatility2,96 %
 Statistics  Sharpe Ratio1,42
  MAR Ratio1,39
  Sortino Ratio2,99
 Correlation1,00
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