From: | Beginning of | 6/1994 | To: | End of | 1/2018 |
| WIG20 (Index) | Return | Total performance | +222,82 % | | Return p.a. | +5,09 % | Risk | Maximum drawdown | -64,61 % | | Volatility p.a. | 28,81 % | | Downside Volatility | 16,99 % | Statistics | Sharpe Ratio | 0,18 | | MAR Ratio | 0,08 | | Sortino Ratio | 0,30 | | Correlation |
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