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| Reference | Asset Class | 1W | 1M | 3M | 6M | 9M | 1Y | Beta | sharpe-R | MDD | Infos |
|---|---|---|---|---|---|---|---|---|---|---|---|
| CO5LO1WS2 | Commodity | 0.8% | 3.0% | 1.6% | 1.9% | 0.01 | 0.33 | -2.4% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5AG1WS2 | Commodity | -1.1% | 0.1% | -1.5% | -1.7% | -0 | -0.49 | -2.6% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "CO", "sectors": ["X"], "categories": ["AG"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5SP1WS2 | Commodity | 4.0% | 7.6% | 6.4% | 7.7% | 0.02 | 0.69 | -3.0% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5LO2WS2 | Commodity | -0.3% | 2.2% | 0.4% | 0.0% | 0.01 | -0.26 | -4.2% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5AG2WS2 | Commodity | -1.1% | -0.5% | -2.1% | -3.0% | -0 | -0.92 | -4.6% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "CO", "sectors": ["X"], "categories": ["AG"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5SP2WS2 | Commodity | 1.3% | 6.6% | 5.2% | 5.9% | 0.04 | 0.31 | -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% | -0.9% | -2.6% | 0.8% | 0.03 | -0.01 | -4.0% | {"direction": "L", "max_assets": "5", "holding_period": "3W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5AG3WS2 | Commodity | -0.8% | -0.7% | -2.3% | -0.1% | 0 | 0.02 | -3.7% | {"direction": "L", "max_assets": "5", "holding_period": "3W", "asset_class": "CO", "sectors": ["X"], "categories": ["AG"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5SP3WS2 | Commodity | -2.3% | 0.8% | -0.4% | 4.5% | 0.07 | 0.18 | -8.3% | {"direction": "L", "max_assets": "5", "holding_period": "3W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5LO1MS2 | Commodity | 4.8% | 5.5% | 3.7% | 10.2% | 0.04 | 1.33 | -4.3% | {"direction": "L", "max_assets": "5", "holding_period": "1M", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5AG1MS2 | Commodity | -0.8% | -0.7% | -2.3% | 2.4% | 0.01 | 0.49 | -3.7% | {"direction": "L", "max_assets": "5", "holding_period": "1M", "asset_class": "CO", "sectors": ["X"], "categories": ["AG"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5SP1MS2 | Commodity | 12.2% | 15.8% | 14.3% | 22.7% | 0.08 | 1.77 | -3.5% | {"direction": "L", "max_assets": "5", "holding_period": "1M", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} |