From: | Beginning of | 7/2001 | To: | End of | 5/2006 |
| SIM Superfund MultiFutures | Return | Total performance | +166,01 % | | Return p.a. | +22,42 % | Risk | Maximum drawdown | -20,99 % | | Volatility p.a. | 27,76 % | | Downside Volatility | 16,63 % | Statistics | Sharpe Ratio | 0,81 | | MAR Ratio | 1,07 | | Sortino Ratio | 1,35 | | Correlation |
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