| Risk Analysis | DAX | SPX | FB Opportunity Strategy |
| Cumulative return: | 41.19% | 89.63% | 246.48% |
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 | Ongoing | 2 Months |
Sharpe Ratio: | 0.31 | 0.85 | 2.48 |
Sortino Ratio: | -0.13 | 0.56 | 3.31 |
| Standard Deviation: | 4.40% | 3.20% | 2.29% |
| Downside Deviation: | 3.10% | 2.23% | 1.27% |
| Mean Return: | 0.60% | 0.98% | 1.84% |
| Positive Periods: | 36 (52.17%) | 50 (72.46%) | 64 (92.75%) |
| Negative Periods: | 33 (47.83%) | 19 (27.54%) | 5 (7.25%) |
