From: | Beginning of | 1/1970 | To: | End of | 1/2018 |
| S&P Goldman Sachs Comm. Index | Return | Total performance | +346,75 % | | Return p.a. | +3,17 % | Risk | Maximum drawdown | -65,15 % | | Volatility p.a. | 19,82 % | | Downside Volatility | 12,84 % | Statistics | Sharpe Ratio | 0,16 | | MAR Ratio | 0,05 | | Sortino Ratio | 0,25 | | Correlation |
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