From: | Beginning of | 12/1969 | To: | End of | 1/2018 |
| MSCI Europe | Return | Total performance | +1.533,25 % | | Return p.a. | +5,98 % | Risk | Maximum drawdown | -53,31 % | | Volatility p.a. | 14,95 % | | Downside Volatility | 11,57 % | Statistics | Sharpe Ratio | 0,40 | | MAR Ratio | 0,11 | | Sortino Ratio | 0,52 | | Correlation |
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