aegaeon capital
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minimum return:
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downside deviation:
5.492504
+
treynor ratio:
-794.6341
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jensen alpha:
0.0097
+
daily volatility:
3.9466
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skewness:
2.4945
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kurtosis:
0.0277
+
maximum return:
+
mean return(%):
+
sharpe ratio:
+
sortino ratio:
19781.22
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daily VAR: