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
-0.71 -0.0 -0.23 0.88 -1.0 1.02 -6.30% -4.51% 9.23% -19.42% 47.61% -0.02 0.45


Var Std Mean Median Range Kurtosis Skewness Beat_the_benchmark_times Sample_size Beat_the_benchmark_rate Beat_the_benchmark_cum
0.34 0.58% -0.02% -0.02% 5.47% 3.62 0.41 186 355 52.39% 0.53%