From: | Beginning of | 11/2002 | To: | End of | 3/2023 |
| KOSPI Composite Index | Return | Total performance | +290,06 % | | Return p.a. | +6,89 % | Risk | Maximum drawdown | -91,31 % | | Volatility p.a. | 59,53 % | | Downside Volatility | 32,16 % | Statistics | Sharpe Ratio | 0,12 | | MAR Ratio | 0,08 | | Sortino Ratio | 0,21 | | Correlation |
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