Performance statistics | TU | FV | TY | US | YM | XM | CN | DU |
Return(%, Ann) | 1.2 | 2.9 | 4.3 | 5.8 | 1.3 | 3.7 | 3.8 | 1.0 |
Risk(%, Ann) | 1.2 | 3.5 | 5.6 | 10.0 | 2.5 | 6.7 | 5.4 | 1.1 |
Return/risk | 1.01 | 0.84 | 0.77 | 0.58 | 0.51 | 0.55 | 0.71 | 0.91 |
Maximum drawdown (%) | −2.4 | −5.9 | −8.8 | −17.7 | −5.6 | −13.0 | −10.0 | −3.1 |