From: | Beginning of | 1/1990 | To: | End of | 1/2018 |
| VIX (VOLATILITY INDEX) | Return | Total performance | -46,61 % | | Return p.a. | -2,21 % | Risk | Maximum drawdown | -84,12 % | | Volatility p.a. | 69,02 % | | Downside Volatility | 29,80 % | Statistics | Sharpe Ratio | -0,03 | | MAR Ratio | -0,03 | | Sortino Ratio | -0,07 | | Correlation |
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