From: | Beginning of | 12/1989 | To: | End of | 5/2018 |
| CISDM Equity Long/Short Index | Return | Total performance | +1.467,97 % | | Return p.a. | +10,16 % | Risk | Maximum drawdown | -17,21 % | | Volatility p.a. | 7,49 % | | Downside Volatility | 5,30 % | Statistics | Sharpe Ratio | 1,36 | | MAR Ratio | 0,59 | | Sortino Ratio | 1,92 | | Correlation |
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