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 Volatility | 6,01 % | Statistics | Sharpe Ratio | 0,81 | | MAR Ratio | 0,77 | | Sortino Ratio | 1,96 | | Correlation |
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