From: | Beginning of | 11/2012 | To: | End of | 3/2014 |
| SIMULATION: Blue 40 Red 40 Green 20 | Return | Total performance | +16,68 % | | Return p.a. | +12,29 % | Risk | Maximum drawdown | -3,62 % | | Volatility p.a. | 6,84 % | | Downside Volatility | 5,17 % | Statistics | Sharpe Ratio | 1,80 | | MAR Ratio | 3,39 | | Sortino Ratio | 2,38 | | Correlation |
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