Summary Statistics
Large Monthly Draw-Down 0,00%
Worst Peak to Valley Draw-Down -11,81%
From May 18 to January 19
% of Positive Months 51,16%
Annualized Standard Deviation 4,54%
Annualized Return 39,01%
Total Return -10,92%
Average Monthly Return 2,78%
Monthly Std 0,013
Sharpe Ratio 8,589
Correlation Dollar Index -0,545