From: | Beginning of | 12/1979 | To: | End of | 10/2020 |
| Barclay CTA (Index) | Return | Total performance | +3.008,14 % | | Return p.a. | +8,77 % | Risk | Maximum drawdown | -15,66 % | | Volatility p.a. | 13,55 % | | Downside Volatility | 6,29 % | Statistics | Sharpe Ratio | 0,65 | | MAR Ratio | 0,56 | | Sortino Ratio | 1,39 | | Correlation |
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