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 |