Prix de clôture
Rendements & Value at Risk
| Statistique | Valeur |
|---|---|
| Moyenne des rendements | 0.0004 |
| Volatilite | 0.0123 |
| Value at Risk (VaR) | -0.0183 |
| Expected Shortfall (CVaR) | -0.0302 |
| Sharpe Ratio | 0.0338 |
| Drawdown Maximum | -0.5678 |
| Skewness | -0.2083 |
| Kurtosis | 12.7078 |
| Rendement cumulatif | 4.5192 |
| Beta | N/A |
Prix de clôture
Rendements & Value at Risk
| Statistique | Valeur |
|---|---|
| Moyenne des rendements | 0.0012 |
| Volatilite | 0.02 |
| Value at Risk (VaR) | -0.0297 |
| Expected Shortfall (CVaR) | -0.0452 |
| Sharpe Ratio | 0.0581 |
| Drawdown Maximum | -0.6087 |
| Skewness | 0.0258 |
| Kurtosis | 6.2345 |
| Rendement cumulatif | 124.303 |
| Beta | N/A |
Prix de clôture
Rendements & Value at Risk
| Statistique | Valeur |
|---|---|
| Moyenne des rendements | 0.0008 |
| Volatilite | 0.0174 |
| Value at Risk (VaR) | -0.0257 |
| Expected Shortfall (CVaR) | -0.0395 |
| Sharpe Ratio | 0.0441 |
| Drawdown Maximum | -0.5794 |
| Skewness | 0.2242 |
| Kurtosis | 9.697 |
| Rendement cumulatif | 21.0469 |
| Beta | N/A |
Prix de clôture
Rendements & Value at Risk
| Statistique | Valeur |
|---|---|
| Moyenne des rendements | 0.0009 |
| Volatilite | 0.0188 |
| Value at Risk (VaR) | -0.0274 |
| Expected Shortfall (CVaR) | -0.0426 |
| Sharpe Ratio | 0.0474 |
| Drawdown Maximum | -0.6529 |
| Skewness | 0.5173 |
| Kurtosis | 9.1252 |
| Rendement cumulatif | 35.2669 |
| Beta | N/A |