\r\n | Dynamic Hedge | \r\nStatic Hedge | \r\n
---|---|---|
Annualised Return | \r\n\r\n N/A\r\n \r\n {{((statistic || {}).Values || {}).AnnualisedReturn}}%\r\n \r\n \r\n | \r\n\r\n N/A\r\n \r\n {{(statistic.ComparisonValues || {}).AnnualisedReturn}}\r\n \r\n \r\n | \r\n
Realised Volatility | \r\n\r\n N/A\r\n \r\n {{((statistic || {}).Values || {}).RealisedVolatility}}%\r\n \r\n | \r\n\r\n N/A\r\n \r\n {{(statistic.ComparisonValues || {}).RealisedVolatility}}\r\n \r\n | \r\n
Downside Volatility | \r\n\r\n N/A\r\n \r\n {{((statistic || {}).Values || {}).DownsideVolatility}}%\r\n \r\n | \r\n\r\n N/A\r\n \r\n {{(statistic.ComparisonValues || {}).DownsideVolatility}}\r\n \r\n | \r\n
Winning months | \r\n\r\n N/A\r\n \r\n {{((statistic || {}).Values || {}).WinningMonths}}%\r\n \r\n | \r\n\r\n N/A\r\n \r\n {{(statistic.ComparisonValues || {}).WinningMonths}}\r\n \r\n | \r\n
Sharpe Ratio | \r\n\r\n N/A\r\n \r\n {{((statistic || {}).Values || {}).SharpeRatio}}\r\n \r\n | \r\n\r\n N/A\r\n \r\n {{(statistic.ComparisonValues || {}).SharpeRatio}}\r\n \r\n | \r\n
Sortino Ratio | \r\n\r\n N/A\r\n \r\n {{((statistic || {}).Values || {}).SortinoRatio}}\r\n \r\n | \r\n\r\n N/A\r\n \r\n {{(statistic.ComparisonValues || {}).SortinoRatio}}\r\n \r\n | \r\n
Calmar Ratio | \r\n\r\n N/A\r\n \r\n {{((statistic || {}).Values || {}).CalmarRatio}}\r\n \r\n | \r\n\r\n N/A\r\n \r\n {{(statistic.ComparisonValues || {}).CalmarRatio}}\r\n \r\n | \r\n
Average Turnover | \r\n\r\n N/A\r\n \r\n {{((statistic || {}).Values || {}). AverageTurnover}}\r\n \r\n | \r\n\r\n N/A\r\n \r\n {{(statistic.ComparisonValues || {}). AverageTurnover}}\r\n \r\n | \r\n
\r\n | x !== 'YTD')\" :key=\"$index\" style=\"text-align: right;\">{{cName}} | \r\n{{$t(\"pages.indexView.monthlyPerformance-ytd\")}} | \r\n
---|---|---|
{{rName}} | \r\n x !== 'YTD')\" :key=\"$index\" style=\"text-align: right;\">\r\n \r\n {{(monthlyPerf[rName][cName] || {}).base}}\r\n \r\n \r\n {{(monthlyPerf[rName][cName] || {}).additional}}\r\n \r\n rName\">\r\n {{(monthlyPerf[rName][cName] || {}).base}}\r\n \r\n \r\n {{(monthlyPerf[rName][cName] || {}).additional}}\r\n \r\n | \r\n \r\n {{(monthlyPerf[rName]['YTD'] || {}).base}}\r\n \r\n {{(monthlyPerf[rName]['YTD'] || {}).additional}}\r\n \r\n | \r\n