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Start date:   month   year 

End date:    month   year 

 Inflation corrected

Rolling return: 

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Total performance
Return p.a.
Maximum drawdown
Volatility p.a. 		Downside Volatility
Sharpe Ratio
MAR Ratio
Sortino Ratio
Download Timeseries  -  Product-Info
 From:  Beginning of  12/1989 
 To:  End of  5/2018 
CISDM Equity Market Neutral Index
 Return  Total performance+650,27 %
  Return p.a.+7,35 %
 Risk  Maximum drawdown-2,79 %
  Volatility p.a.2,08 %
  Downside Volatility1,65 %
 Statistics  Sharpe Ratio3,53
  MAR Ratio2,63
  Sortino Ratio4,45
 Correlation1,00
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