Performance statistics

EO

OI

SM

NK

TP

HI

XP

QZ

Return(%, Ann)

6.4

7.5

5.8

5.8

3.4

7.9

3.7

4.4

Risk(%, Ann)

21.0

23.1

18.3

22.7

21.5

22.7

16.8

18.9

Return/risk

0.30

0.32

0.32

0.26

0.16

0.35

0.22

0.23

Maximum drawdown (%)

−64.2

−64.4

−57.6

−60.4

−58.5

−59.5

−55.6

−60.2