aegaeon capital
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minimum return:
+
downside deviation:
9.231335
+
treynor ratio:
-65305.93
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jensen alpha:
0.1375
+
daily volatility:
12.3788
+
skewness:
3.3508
+
kurtosis:
0.0561
+
maximum return:
+
mean return(%):
+
sharpe ratio:
1.1155
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sortino ratio:
-4.828422
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daily VAR: