From: | Beginning of | 12/1987 | To: | End of | 10/2018 |
| JP Morgan Aggregate Bond Global USD | Return | Total performance | +450,02 % | | Return p.a. | +5,68 % | Risk | Maximum drawdown | -9,42 % | | Volatility p.a. | 5,65 % | | Downside Volatility | 3,11 % | Statistics | Sharpe Ratio | 1,01 | | MAR Ratio | 0,60 | | Sortino Ratio | 1,83 | | Correlation |
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