From: | Beginning of | 12/2012 | To: | End of | 12/2017 |
| SECTOR: GREEN Currencies | Return | Total performance | -8,75 % | | Return p.a. | -1,81 % | Risk | Maximum drawdown | -12,11 % | | Volatility p.a. | 3,99 % | | Downside Volatility | 2,88 % | Statistics | Sharpe Ratio | -0,45 | | MAR Ratio | -0,15 | | Sortino Ratio | -0,63 | | Correlation |
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