| Daily returns | Yearly returns |
Arithmetic mean | 0.02% | 5.09% |
Annualised arithmetic mean | 5.47% | - |
Logarithmic mean | 0.01% | 2.23% |
Annualised logarithmic mean | 2.59% | - |
Median | 0.05% | 9.22% |
Min. | −11.43% | −48.08% |
Max. | 12.88% | 39.25% |
Variance | 0.27% | 4.96% |
Standard deviation | 1.45% | 21.31% |
Annualised standard deviation | 23.02% | 21.31% |
Kurtosis | 11.17 | 2.57 |
Skewness | −0.03 | −1.30 |