aegaeon capital
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minimum return:
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downside deviation:
0.9983264
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treynor ratio:
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jensen alpha:
0.0051
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daily volatility:
0.2998
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skewness:
5.3866
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kurtosis:
3.75
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maximum return:
+
mean return(%):
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sharpe ratio:
1.7008
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sortino ratio:
265.0854
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daily VAR: