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 |