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
-0.08 0.02 0.38 0.99 -0.11 1.25 1.91% 1.99% 6.75% -5.26% 49.59% 0.03 0.32


Var Std Mean Median Range Kurtosis Skewness Beat_the_benchmark_times Sample_size Beat_the_benchmark_rate Beat_the_benchmark_cum
0.18 0.43% 0.01% 0.0% 2.67% 0.89 0.12 132 242 54.55% 4.94%