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\r\n {{$t('pages.screening.screeningType-PerformanceStatistics')}}\r\n ({{$t(\"pages.screening.10years\")}})\r\n ({{$t(\"pages.screening.1year\")}})\r\n ({{$t(\"pages.screening.3years\")}})\r\n ({{$t(\"pages.screening.5years\")}})\r\n\r\n {{$t(\"pages.screening.navOrReturn-navs\")}}\r\n {{$t(\"pages.screening.navOrReturn-return\")}}\r\n\r\n \r\n {{$t(\"pages.screening.targetVolatility\")}}: {{screeningData.request.targetVolatility}}\r\n \r\n
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\r\n \r\n \r\n | \r\n Annualised Return (%) | \r\n Realised Volatility (%) | \r\n Downside Volatility (%) | \r\n Max Drawdown (%) | \r\n Winning months (%) | \r\n Sharpe Ratio | \r\n Sortino Ratio | \r\n Calmar Ratio | \r\n
\r\n \r\n {{index.indexDisplayName}} | \r\n {{(screeningData.result.performanceStat.statistic[index.indexId] || {}).annualisedReturn || 0}} | \r\n {{(screeningData.result.performanceStat.statistic[index.indexId]|| {}).realisedVolatility|| 0}} | \r\n {{(screeningData.result.performanceStat.statistic[index.indexId]|| {}).downsideVolatility|| 0}} | \r\n {{(screeningData.result.performanceStat.statistic[index.indexId]|| {}).maxDrawdown|| 0}} | \r\n {{(screeningData.result.performanceStat.statistic[index.indexId]|| {}).winningMonths|| 0}} | \r\n {{(screeningData.result.performanceStat.statistic[index.indexId]|| {}).sharpeRatio|| 0}} | \r\n {{(screeningData.result.performanceStat.statistic[index.indexId]|| {}).sortinoRatio|| 0}} | \r\n {{(screeningData.result.performanceStat.statistic[index.indexId]|| {}).calmarRatio|| 0}} | \r\n
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\r\n Performance curves have been adjusted to equalise volatility, to give a fair comparison\r\n \r\n
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