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Compound Annual Growth Rate (CAGR): 12.03%
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Average Return: 0.05%
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Median Return: 0.08%
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Best Day: 12.92%
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Worst Day: -12.73%
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Best Month: 15.37%
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Worst Month: -23.46%
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Max Drawdown: -56.13%
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Standard Deviation (Daily Returns): 1.19%
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Standard Deviation (Annualized Daily Returns): 18.85%
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VaR(95%): -1.74%
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CVaR(95%) / ES(95%): -2.77%
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Sharpe Ratio: 0.70
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Alpha: 0.08
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Beta: 0.53
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