aegaeon capital
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+
minimum return:
747.5
+
downside deviation:
5.542686
+
treynor ratio:
+
jensen alpha:
+
daily volatility:
5.5428
+
skewness:
+
kurtosis:
+
maximum return:
-27.5
+
mean return(%):
+
sharpe ratio:
+
sortino ratio:
-1173.593
+
daily VAR: