aegaeon capital
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+
minimum return:
-1133.333
+
downside deviation:
1.455629
+
treynor ratio:
+
jensen alpha:
+
daily volatility:
0.5213
+
skewness:
+
kurtosis:
+
maximum return:
0
+
mean return(%):
+
sharpe ratio:
+
sortino ratio:
-195.6291
+
daily VAR: