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