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| Reference | Asset Class | 1W | 1M | 3M | 6M | 9M | 1Y | Beta | sharpe-R | MDD | Infos |
|---|---|---|---|---|---|---|---|---|---|---|---|
| CO5LO1WS2 | Commodity | 1.6% | 5.0% | 4.5% | 3.5% | -0 | 0.85 | -2.4% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5AG1WS2 | Commodity | 1.6% | 2.0% | 1.3% | -0.2% | -0.01 | 0.32 | -2.6% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "CO", "sectors": ["X"], "categories": ["AG"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5SP1WS2 | Commodity | 1.2% | 9.1% | 8.7% | 8.9% | 0.01 | 0.92 | -2.1% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5LO2WS2 | Commodity | 1.6% | 4.6% | 3.3% | 0.2% | 0 | 0.3 | -4.2% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5AG2WS2 | Commodity | 1.6% | 1.8% | 0.8% | -2.8% | -0.01 | -0.09 | -4.6% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "CO", "sectors": ["X"], "categories": ["AG"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5SP2WS2 | Commodity | 1.2% | 8.5% | 7.5% | 6.1% | 0.03 | 0.55 | -3.8% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5LO3WS2 | Commodity | 1.6% | 2.9% | 0.2% | -0.5% | 0.02 | 0.41 | -4.0% | {"direction": "L", "max_assets": "5", "holding_period": "3W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5AG3WS2 | Commodity | 1.6% | 2.3% | 0.5% | -1.4% | -0.01 | 0.6 | -3.7% | {"direction": "L", "max_assets": "5", "holding_period": "3W", "asset_class": "CO", "sectors": ["X"], "categories": ["AG"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5SP3WS2 | Commodity | 1.2% | 3.5% | 1.7% | 3.4% | 0.06 | 0.36 | -8.3% | {"direction": "L", "max_assets": "5", "holding_period": "3W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5LO1MS2 | Commodity | 1.6% | 9.5% | 6.7% | 6.0% | 0.03 | 1.75 | -4.3% | {"direction": "L", "max_assets": "5", "holding_period": "1M", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5AG1MS2 | Commodity | 1.6% | 2.3% | 0.5% | -1.5% | 0 | 1.05 | -3.7% | {"direction": "L", "max_assets": "5", "holding_period": "1M", "asset_class": "CO", "sectors": ["X"], "categories": ["AG"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5SP1MS2 | Commodity | 1.2% | 18.9% | 16.8% | 19.1% | 0.07 | 1.99 | -3.5% | {"direction": "L", "max_assets": "5", "holding_period": "1M", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} |