Sharpe_ratio Excess_sharpe_ratio Calmar_ratio Omega_ratio Sortino_ratio Tail_ratio Cum_return Annual_return Annual_volatility Max_drawdown Positive_days_rate Alpha Beta
1.67 -0.0 4.39 1.34 2.71 1.44 5.98% 13.69% 6.08% -3.12% 53.51% 0.1 0.25


Var Std Mean Median Range Kurtosis Skewness Beat_the_benchmark_times Sample_size Beat_the_benchmark_rate Beat_the_benchmark_cum
0.15 0.38% 0.05% 0.02% 2.47% 1.4 0.29 60 114 52.63% 0.14%