aegaeon capital
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minimum return:
+
downside deviation:
1.039436
+
treynor ratio:
0.015
+
jensen alpha:
-15.8524
+
daily volatility:
0.5447
+
skewness:
35.2903
+
kurtosis:
0.3409
+
maximum return:
+
mean return(%):
0
+
sharpe ratio:
0.5818
+
sortino ratio:
-712.5233
+
daily VAR:
0.5238