aegaeon capital
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+
minimum return:
-2933.333
+
downside deviation:
1.468421
+
treynor ratio:
+
jensen alpha:
+
daily volatility:
0.6754
+
skewness:
+
kurtosis:
+
maximum return:
566.6667
+
mean return(%):
+
sharpe ratio:
+
sortino ratio:
-163.1828
+
daily VAR: