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Start date:   month   year 

End date:    month   year 

 Inflation corrected

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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  12/2007 
 To:  End of  12/2017 
Lyxor CTA Long Term Index                  
 Return  Total performance+42,18 %
  Return p.a.+3,58 %
 Risk  Maximum drawdown-19,14 %
  Volatility p.a.11,24 %
  Downside Volatility5,55 %
 Statistics  Sharpe Ratio0,32
  MAR Ratio0,19
  Sortino Ratio0,65
 Correlation1,00
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