aegaeon capital
Home
Admin
Refresh
+
minimum return:
+
downside deviation:
0.9983375
+
treynor ratio:
-0.0061
+
jensen alpha:
-30.0224
+
daily volatility:
0.0283
+
skewness:
9.1484
+
kurtosis:
+
maximum return:
+
mean return(%):
+
sharpe ratio:
2.4134
+
sortino ratio:
300.9994
+
daily VAR: