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 |