|
daily_sharpe |
annualized_sharpe |
| 2008-05-15 |
0.048141 |
0.764213 |
| 2008-09-02 |
0.230929 |
3.665880 |
| 2009-04-03 |
-0.080119 |
-1.271852 |
| 2011-10-27 |
-0.026996 |
-0.428550 |
| 2013-05-14 |
-0.100703 |
-1.598617 |
| 2014-11-24 |
-0.072979 |
-1.158501 |
| 2016-03-01 |
0.072745 |
1.154786 |
| 2017-11-29 |
-0.033352 |
-0.529440 |
| 2018-01-12 |
0.068017 |
1.079742 |
| 2018-06-11 |
-0.059693 |
-0.947598 |
| 2019-09-11 |
0.004718 |
0.074899 |
| 2020-05-18 |
-0.255867 |
-4.061765 |
| 2021-01-27 |
-0.013214 |
-0.209763 |
| 2022-08-08 |
0.069713 |
1.106657 |
| 2022-11-23 |
-0.021792 |
-0.345934 |
| 2023-02-01 |
0.174807 |
2.774979 |
| 2023-12-04 |
-0.150351 |
-2.386754 |
| 2025-05-12 |
-0.114821 |
-1.822725 |