| 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%) |
