Summary Statistics
Large Monthly Draw-Down 7,78%
Worst Peak to Valley Draw-Down -8,26%
From June 20 to August 20
% of Positive Months 43,08%
Annualized Standard Deviation 8,65%
Annualized Return 4,37%
Total Return 23,60%
Average Monthly Return 0,36%
Monthly Std 0,025
Sharpe Ratio 0,505
Correlation Dow Jones Index 0,751