aegaeon capital
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+
minimum return:
-331.0183
+
downside deviation:
76.97046
+
treynor ratio:
13.67028
+
jensen alpha:
16.33234
+
daily volatility:
98.42824
+
skewness:
3.310776
+
kurtosis:
26.10856
+
maximum return:
634.1569
+
mean return(%):
16.4243
+
sharpe ratio:
-0.275047
+
sortino ratio:
0.358721
+
daily VAR:
67.76758