From: | Beginning of | 12/2012 | To: | End of | 12/2017 |
| SECTOR: GREEN Stock Indices | Return | Total performance | +34,80 % | | Return p.a. | +6,15 % | Risk | Maximum drawdown | -26,94 % | | Volatility p.a. | 12,42 % | | Downside Volatility | 7,63 % | Statistics | Sharpe Ratio | 0,50 | | MAR Ratio | 0,23 | | Sortino Ratio | 0,81 | | Correlation |
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