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Start date:   month   year 

End date:    month   year 

 Inflation corrected

Rolling return: 

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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  12/1979 
 To:  End of  1/2021 
CISDM CTA Equal Weighted Index
 Return  Total performance+9.736,07 %
  Return p.a.+11,81 %
 Risk  Maximum drawdown-15,40 %
  Volatility p.a.14,56 %
  Downside Volatility6,01 %
 Statistics  Sharpe Ratio0,81
  MAR Ratio0,77
  Sortino Ratio1,96
 Correlation
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