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Start date:   month   year 

End date:    month   year 

 Inflation corrected

Rolling return: 

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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  1/1967 
 To:  End of  6/2023 
Rex Performance (Index)
 Return  Total performance+1.932,38 %
  Return p.a.+5,48 %
 Risk  Maximum drawdown-15,53 %
  Volatility p.a.3,66 %
  Downside Volatility2,31 %
 Statistics  Sharpe Ratio1,50
  MAR Ratio0,35
  Sortino Ratio2,38
 Correlation
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