Sharpe Ratio (3 Month T-Bill)
|
-1.33
|
Sharpe Ratio (10 Year T-Note)
|
-
|
Sortino Ratio (3 Month T-Bill)
|
0.05
|
Sortino Ratio (10 Year T-Note)
|
-0.26
|
Average Monthly Return
|
0.17%
|
Average Winning Month
|
1.70%
|
Average Losing Month
|
-1.70%
|
Best Month
|
5.38%
|
Worst Month
|
-5.68%
|
Max Drawdown (Monthly)
|
-19.48%
|
Yearly Volatility
|
7.98%
|