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  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 Volatility5,30 %
 Statistics  Sharpe Ratio1,36
  MAR Ratio0,59
  Sortino Ratio1,92
No responsibility is taken for the correctness of the provided results. The calculating programs do not substitute expert advice.
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