Return (%) | 1.41 | 1.10 | 2.88 | 1.54 |
Volatility (%) | −5.58 | −4.74 | −0.42 | −4.81 |
Sharpe Ratio | 0.18 | 0.14 | 0.16 | 0.13 |
Sortino Ratio | 0.64 | 0.61 | 1.08 | 0.56 |