Strategy Overall | Bench Overall | Strategy YTD | Bench YTD | |
Abs. Return | -190.0% | -49.3% | 2.6% | -7.9% |
Rel. Return | -140.7% | N/A | 10.4% | N/A |
Beta | 0.41 | N/A | -0.20 | N/A |
Ann. Volatility | 20.3% | 22.8% | 4.9% | 15.7% |
Sharpe | -0.57 | -0.60 | 6.01 | -4.86 |
Drawdown | -176.8% | -58.4% | 0.0% | -8.6% |
IR | 0.11 | N/A | 5.52 | N/A |
Tracking Error | 22.4% | N/A | 19.8% | N/A |
1 Yr | 2 Yr | 3 Yr | 5 Yr | 10 Yr | |
Ann. Return | � | � | � | � | N/A |
Ann. Volatility | 19.1% | 18.3% | 21.4% | 20.3% | N/A |
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Strategy | 0.3% | 4.8% | -2.0% | 1.9% | -1.4% | 2.2% | 5.5% | -253.3% | 1.9% | -0.4% | 1.6% | 0.9% | -278.1% |
Benchmark | -4.1% | 9.1% | -1.0% | 8.5% | -8.6% | 4.2% | 9.9% | -7.7% | -5.3% | 6.5% | -5.6% | -2.4% | 0.9% |
Rel. Return | 4.4% | -4.3% | -1.0% | -6.6% | 7.2% | -2.0% | -4.4% | -245.6% | 7.3% | -6.9% | 7.2% | 3.3% | -279.0% |