| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| -0.67 | 0.01 | -0.26 | 0.89 | -0.95 | 0.91 | -8.69% | -5.03% | 10.04% | -19.42% | 48.42% | -0.02 | 0.5 |
| Var | Std | Mean | Median | Range | Kurtosis | Skewness | Beat_the_benchmark_times | Sample_size | Beat_the_benchmark_rate | Beat_the_benchmark_cum |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.4 | 0.63% | -0.02% | -0.02% | 5.47% | 2.56 | 0.31 | 230 | 444 | 51.80% | 2.37% |