Statistics
CAGR
18.42%
Winning Months (%)
61.11%
Average Winning Month
3.82%
Average Losing Month
-2.17%
Sharpe Ratio
1.35
Sortino Ratio
2.86
MAR Ratio
1.72
Maximum Drawdown
-8.75%
Standard Deviation Annualized
13.28%
Downside Deviation
1.72%