From: | Beginning of | 11/2012 | To: | End of | 6/2015 |
| SIMULATION: Blue 60 Red 30 Green 10 | Return | Total performance | +19,00 % | | Return p.a. | +6,97 % | Risk | Maximum drawdown | -4,26 % | | Volatility p.a. | 6,72 % | | Downside Volatility | 4,26 % | Statistics | Sharpe Ratio | 1,04 | | MAR Ratio | 1,64 | | Sortino Ratio | 1,64 | | Correlation |
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