Performance
Risk profile
| RISK PROFILE | |
| Number of Years | 7,3 |
| Total Return | 145,6% |
| Annual Return | 20,1% |
| Volatility | 6,7% |
| Information Ratio | 3,00 |
| Winning Months | 86% |
Market allocation
Traded instruments
| SYMBOL | RETURN |
| AUDJPY | 4,87% |
| AUDUSD | 6,03% |
| CAC 40 | 5,80% |
| Copper | 4,00% |
| DAX 30 | 10,80% |
| Euro Bund | 2,08% |
| EURGBP | 6,07% |
| EURJPY | 4,02% |
| EURUSD | 12,60% |
| FTSE 100 | 5,18% |
| Gas Oil | 4,33% |
| GBPUSD | 7,80% |
| Gold | 5,60% |
| IBEX35 | 3,05% |
| FTSE MIB | 3,32% |
| NIKKEI 225 | 4,70% |
| Light Crude Oil | 4,00% |
| Natural Gas | 4,80% |
| NASDAQ 100 | 11,11% |
| NZDUSD | -0,89% |
| S&P 500 | 5,40% |
| EUROSTOXX 50 | 4,04% |
| SMI | -2,02% |
| DOW JONES | 6,04% |
| RUSSELL 2000 | 4,00% |
| U.S. Treasury Bond | 3,16% |
| USDCAD | 3,30% |
| U.S. Dollar Index | 6,50% |
| USDJPY | 5,91% |
| TOTAL | 145,60% |