Product:

Comparison securities:  





Start date:   month   year 

End date:    month   year 

 Inflation corrected

Rolling return: 

Chart resolution:      transparent

scale:
 

lines:
                       

Total performance
Return p.a.
Maximum drawdown
Volatility p.a. 		Downside Volatility
Sharpe Ratio
MAR Ratio
Sortino Ratio
Download Timeseries  -  Product-Info
 From:  Beginning of  11/2012 
 To:  End of  3/2014 
SIMULATION: Blue 50 Red 30 Green 20
 Return  Total performance+16,28 %
  Return p.a.+11,99 %
 Risk  Maximum drawdown-2,85 %
  Volatility p.a.5,50 %
  Downside Volatility4,09 %
 Statistics  Sharpe Ratio2,18
  MAR Ratio4,21
  Sortino Ratio2,93
 Correlation1,00
No responsibility is taken for the correctness of the provided results. The calculating programs do not substitute expert advice.
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