Index
| ^GSPC | ^IXIC | ^NYA | ^DJI | ^XAX | |
|---|---|---|---|---|---|
| Cumulative Returns | 2.734219 | 4.328856 | 1.163664 | 2.269022 | 1.301159 |
| Volatility | 0.544161 | 0.586643 | 0.57697 | 0.5299 | 0.636393 |
| Sharpe ratio | -5.565048 | -5.167094 | -5.26633 | -5.713795 | -4.771182 |
| Sortino ratio | -6.837958 | -6.616088 | -5.923259 | -7.124817 | -5.907244 |
| MDD | -25.425097 | -36.39528 | -22.367372 | -21.940804 | -16.282638 |
Equity
| AAPL | NVDA | AMD | MSFT | AMZN | |
|---|---|---|---|---|---|
| Cumulative Returns | 21.260412 | 58.965421 | 8.128703 | 9.034618 | 14.478899 |
| Volatility | 0.811796 | 1.330912 | 1.65563 | 0.73273 | 0.951726 |
| Sharpe ratio | -3.732596 | -2.283077 | -1.865179 | -4.1272 | -3.199914 |
| Sortino ratio | -5.307824 | -3.235223 | -2.808216 | -5.75286 | -4.612498 |
| MDD | -31.311466 | -66.362059 | -65.449943 | -37.556466 | -56.145263 |