Consumer Goods

Where you put your money matters

Compound Annual Growth Rate (CAGR): 16.08%
Average Return: 0.06%
Median Return: 0.07%
Best Day: 7.51%
Worst Day: -9.66%
Best Month: 12.72%
Worst Month: -11.00%

Max Drawdown: -36.61%

Standard Deviation (Daily Returns): 0.95%

Standard Deviation (Annualized Daily Returns): 15.03%

VaR(95%): -1.42%

CVaR(95%) / ES(95%): -2.14%

Sharpe Ratio: 1.07

Alpha: 0.11

Beta: 0.48