From: | Beginning of | 11/2002 | To: | End of | 9/2022 |
| KOSPI Composite Index | Return | Total performance | +139,83 % | | Return p.a. | +4,49 % | Risk | Maximum drawdown | -91,31 % | | Volatility p.a. | 59,87 % | | Downside Volatility | 32,30 % | Statistics | Sharpe Ratio | 0,07 | | MAR Ratio | 0,05 | | Sortino Ratio | 0,14 | | Correlation |
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