It is thrifty to prepare today
for the wants of tomorrow.Aesop, VI century BC

Fondid

Cumulative perfomance statistics and benchmark comparison of FB Opportunity strategy

 

 

Risk Analysis

DAX

SPX

FB Opportunity Strategy

Cumulative return:

42.25%

92.50%

236.20%

Max Drawdown:

20.65%

6.91%

5.62%

Peak-To-Valley:

Mar 15 - Feb 16

Sep 18 - Oct 18

Jul 15 - Aug 15

Recovery:

13 Month

Ongoing

2 Months

Sharpe Ratio:

0.37

1.04

2.49

Sortino Ratio:

-0.02

0.69

3.13

Standard Deviation:

4.34%

2.89%

2.30%

Downside Deviation:

3.04%

1.95%

1.30%

Mean Return:

0.62%

1.02%

1.81%

Positive Periods:

35 (52.25%)

49 (73.13%)

62 (92.54%)

Negative Periods:

32 (47.76%)

18 (26.87%)

5 (7.46%)