aegaeon capital
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minimum return:
+
downside deviation:
0.9999848
+
treynor ratio:
-0.0001
+
jensen alpha:
-40.1274
+
daily volatility:
0.0173
+
skewness:
1054.861
+
kurtosis:
+
maximum return:
+
mean return(%):
0
+
sharpe ratio:
-0.2023
+
sortino ratio:
-2500.883
+
daily VAR:
-0.0192