Performance statistics | OE | RX | UB | G | JB |
Return(%, Ann) | 3.2 | 5.6 | 9.2 | 5.0 | 2.0 |
Risk(%, Ann) | 3.0 | 5.5 | 12.6 | 6.4 | 2.4 |
Return/risk | 1.03 | 1.02 | 0.72 | 0.78 | 0.85 |
Maximum drawdown (%) | −6.0 | −7.2 | −18.3 | −10.0 | −5.8 |