Performance

Measures

RP

HRP

CRP2

CRP3

CRP4

CRP5

CRP6

CRP7

CRP8

XRP

All Period (from Apr, 2001 to May, 2020)

Return (%, Ann)

2.31

1.22

1.05

2.48

2.50

2.67

2.60

3.31

2.71

3.06

Risk (%, Ann)

2.04

1.35

3.59

2.65

2.78

3.38

2.48

2.83

3.20

2.25

R/R

1.14

0.90

0.29

0.93

0.90

0.79

1.05

1.17

0.85

1.36

maxDD (%)

7.24

3.93

18.07

11.20

9.96

8.66

8.48

7.48

9.23

7.07

First Half Period (from Apr, 2001 to Apr, 2010)

Return (%, Ann)

2.28

1.74

−0.06

2.21

2.42

2.31

2.30

2.34

2.81

2.91

Risk (%, Ann)

2.42

1.82

4.26

3.14

3.54

3.23

2.83

3.00

3.95

2.62

R/R

0.94

0.95

−0.01

0.71

0.68

0.71

0.81

0.78

0.71

1.11

maxDD (%)

7.24

3.93

18.07

11.20

9.96

8.66

8.48

7.48

9.23

7.07

Second Half Period (from May, 2010 to May, 2020)

Return (%, Ann)

2.34

0.75

2.04

2.71

2.58

2.99

2.86

4.17

2.62

3.18

Risk (%, Ann)

1.61

0.68

2.86

2.12

1.85

3.50

2.11

2.67

2.32

1.85

R/R

1.45

1.10

0.71

1.28

1.39

0.86

1.36

1.56

1.13

1.72

maxDD (%)

−4.79

−1.23

−8.11

−5.68

−5.59

−8.86

−5.71

−5.81

−5.37

−4.23