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Product:
Comparison securities:
All
Other
Indices
Currencies
Funds
Commodities
Economic Data
Superfund funds
Start date: month
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End date: month
1
2
3
4
5
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7
8
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10
11
12
year
1900
1901
1902
1903
1904
1905
1906
1907
1908
1909
1910
1911
1912
1913
1914
1915
1916
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1918
1919
1920
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1930
1931
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1935
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2024
Inflation corrected
Rolling return:
No
3 months
12 months
24 months
36 months
48 months
60 months
Chart resolution:
660x325
740x330
800x460
660x300
1620x820
transparent
scale:
logarithmic
linear
relative (%)
absolute
lines:
all
4
3
2
1
0
Total performance
Return p.a.
Maximum drawdown
Volatility p.a.
Downside Volatility
Sharpe Ratio
MAR Ratio
Sortino Ratio
Download Timeseries
-
Product-Info
From:
Beginning of
3/2016
To:
End of
10/2016
Superfund Japan B USD (A201603)
Return
Total performance
-22,05 %
Return p.a.
-31,11 %
Risk
Maximum drawdown
-22,05 %
Volatility p.a.
14,39 %
Downside Volatility
7,81 %
Statistics
Sharpe Ratio
-2,16
MAR Ratio
-1,41
Sortino Ratio
-3,98
Correlation
1,00
No responsibility is taken for the correctness of the provided results. The calculating programs do not substitute expert advice.
Technology by
Software AG
Software AG