Performance
Risk profile
| RISK PROFILE | |
| Number of Years | 7,8 |
| Total Return | 154,6% |
| Annual Return | 20,2% |
| Volatility | 6,7% |
| Information Ratio | 3,03 |
| Winning Months | 86% |
Market allocation
Traded instruments
| SYMBOL | RETURN |
| AUDJPY | 6,11% |
| AUDUSD | 6,30% |
| CAC 40 | 5,08% |
| Copper | 4,00% |
| DAX 30 | 11,08% |
| Euro Bund | 2,00% |
| EURGBP | 7,70% |
| EURJPY | 4,15% |
| EURUSD | 13,06% |
| FTSE 100 | 5,81% |
| Gas Oil | 4,33% |
| GBPUSD | 8,07% |
| Gold | 6,50% |
| IBEX35 | 3,50% |
| FTSE MIB | 3,31% |
| NIKKEI 225 | 5,70% |
| Light Crude Oil | 4,00% |
| Natural Gas | 4,80% |
| NASDAQ 100 | 12,99% |
| NZDUSD | -1,08% |
| S&P 500 | 6,40% |
| EUROSTOXX 50 | 4,40% |
| SMI | -2,20% |
| DOW JONES | 7,30% |
| RUSSELL 2000 | 5,00% |
| U.S. Treasury Bond | 3,61% |
| USDCAD | 3,03% |
| U.S. Dollar Index | 6,05% |
| USDJPY | 6,60% |
| TOTAL | 157,60% |