From: | Beginning of | 12/1998 | To: | End of | 6/2014 |
| Superfund Red One SP I - Class A USD / Backtest | Return | Total performance | +661,13 % | | Return p.a. | +13,98 % | Risk | Maximum drawdown | -24,21 % | | Volatility p.a. | 17,83 % | | Downside Volatility | 11,82 % | Statistics | Sharpe Ratio | 0,78 | | MAR Ratio | 0,58 | | Sortino Ratio | 1,18 | | Correlation |
|