From: | Beginning of | 1/2007 | To: | End of | 12/2009 |
| Simulation | Return | Total performance | +59,12 % | | Return p.a. | +16,75 % | Risk | Maximum drawdown | -1,13 % | | Volatility p.a. | 5,17 % | | Downside Volatility | 0,54 % | Statistics | Sharpe Ratio | 3,24 | | MAR Ratio | 14,86 | | Sortino Ratio | 31,20 | | Correlation |
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