From: | Beginning of | 10/2001 | To: | End of | 12/2013 |
| Quadriga Prosperity Futures | Return | Total performance | +42,39 % | | Return p.a. | +2,94 % | Risk | Maximum drawdown | -48,36 % | | Volatility p.a. | 23,80 % | | Downside Volatility | 14,01 % | Statistics | Sharpe Ratio | 0,12 | | MAR Ratio | 0,06 | | Sortino Ratio | 0,21 | | Correlation |
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