From: | Beginning of | 10/2005 | To: | End of | 11/2010 |
| Gold Price in USD/oz (used for valuation) | Return | Total performance | +194,59 % | | Return p.a. | +23,44 % | Risk | Maximum drawdown | -24,97 % | | Volatility p.a. | 19,21 % | | Downside Volatility | 11,99 % | Statistics | Sharpe Ratio | 1,22 | | MAR Ratio | 0,94 | | Sortino Ratio | 1,95 | | Correlation |
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