From: | Beginning of | 12/1999 | To: | End of | 12/2020 |
| SocGen Trend Index | Return | Total performance | +168,68 % | | Return p.a. | +4,82 % | Risk | Maximum drawdown | -20,70 % | | Volatility p.a. | 13,65 % | | Downside Volatility | 7,49 % | Statistics | Sharpe Ratio | 0,35 | | MAR Ratio | 0,23 | | Sortino Ratio | 0,64 | | Correlation |
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