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
-0.72 -0.0 -0.25 0.88 -1.02 0.99 -7.93% -4.91% 9.49% -19.42% 47.83% -0.03 0.47


Var Std Mean Median Range Kurtosis Skewness Beat_the_benchmark_times Sample_size Beat_the_benchmark_rate Beat_the_benchmark_cum
0.36 0.6% -0.02% -0.02% 5.47% 2.75 0.35 215 414 51.93% 0.19%