Sharpe Ratio (3 Month T-Bill)
|
0.32
|
Sharpe Ratio (10 Year T-Note)
|
-0.85
|
Sortino Ratio (3 Month T-Bill)
|
-1.55
|
Sortino Ratio (10 Year T-Note)
|
-0.93
|
Average Monthly Return
|
0.13%
|
Average Winning Month
|
0.49%
|
Average Losing Month
|
-0.55%
|
Best Month
|
1.88%
|
Worst Month
|
-4.14%
|
Max Drawdown (Monthly)
|
-7.67%
|
Yearly Volatility
|
2.42%
|