Comparison securities:  

Start date:   month   year 

End date:    month   year 

 Inflation corrected

Rolling return: 

Chart resolution:      transparent



Total performance
Return p.a.
Maximum drawdown
Volatility p.a.
Downside Volatility
Sharpe Ratio
MAR Ratio
Sortino Ratio
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 From:  Beginning of  1/1976 
 To:  End of  12/2020 
Barclays US Aggregate Bond Index
 Return  Total performance+2.241,16 %
  Return p.a.+7,27 %
 Risk  Maximum drawdown-12,74 %
  Volatility p.a.5,23 %
  Downside Volatility3,37 %
 Statistics  Sharpe Ratio1,39
  MAR Ratio0,57
  Sortino Ratio2,15
No responsibility is taken for the correctness of the provided results. The calculating programs do not substitute expert advice.
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