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2/1/1985 - 12/1/2025 9/1/2006 - 12/1/2025
CAGR 22.4% CAGR 20.4%
Stdev 27.5% Stdev 22.2%
MaxDD(12) -52% MaxDD(12) -36%
Sortino 1.47 Sortino 1.59
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2/1/1985 - 2/1/1995
CAGR 21.5%
Stdev 25.2%
MaxDD(12) -36% 2/1/1990 - 2/1/2000
Sortino 1.42 CAGR 39.0%
Stdev 32.1%
MaxDD(12) -25%
2/1/1995 - 2/1/2005 Sortino 2.50
CAGR 29.2%
Stdev 37.8%
MaxDD(12) -52% 2/1/2000 - 2/1/2010
Sortino 1.51 CAGR 7.3%
Stdev 28.5%
MaxDD(12) -52%
2/1/2005 - 2/2/2015 Sortino 0.44
CAGR 20.9%
Stdev 19.6%
MaxDD(12) -22% 2/1/2010 - 2/3/2020
Sortino 1.73 CAGR 23.2%
Stdev 20.4%
MaxDD(12) -22%
2/2/2015 - 12/1/2025 Sortino 1.95
CAGR 18.5%
Stdev 24.4%
MaxDD(12) -36% 2/3/2020 - 12/1/2025
Sortino 1.36 CAGR 17.0%
Stdev 27.8%
MaxDD(12) -36%
Sortino 1.11
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