| Risk Analysis | DAX | SPX | FB Opportunity Strategy |
| Cumulative return: | 55.98% | 107.46% | 250.21% |
Max Drawdown: | 20.19% | 13.52% | 5.62% |
Peak-To-Valley: | Oct 17 - Dec 18 | Sep 18 - Dec 18 | Jul 15 - Aug 15 |
Recovery: | Ongoing | 4 Month | 2 Months |
Sharpe Ratio: | 0.41 | 0.95 | 2.48 |
Sortino Ratio: | 0.10 | 0.70 | 3.31 |
| Standard Deviation: | 4.39% | 3.16% | 2.29% |
| Downside Deviation: | 3.04% | 2.18% | 1.27% |
| Mean Return: | 0.72% | 1.07% | 1.96% |
| Positive Periods: | 39 (54.17%) | 53 (73.61%) | 67 (93.05%) |
| Negative Periods: | 33 (45.83%) | 19 (26.39%) | 5 (6.94%) |
