| Analysis at 6/24/2021 | YTD | 1 year | 3 years | 5 years |
|---|---|---|---|---|
| Performance | 10.26% | 22.93% | 11.39% | 39.49% |
| Analysis at 6/24/2021 | 1 year | 3 years | 5 years |
|---|---|---|---|
| Volatility | 11.89% | 15.96% | 13.06% |
| Negative volatility | 4.52% | 12.53% | 9.93% |
| Sharpe | 2.14 | 0.32 | 0.54 |
| Sortino | 5.63 | 0.41 | 0.71 |
| 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | ||
| FF Eq. Pacific ex Japan H EUR | 5.32% | 14.59% | -8.36% | 12.79% | -2.47% | 10.26% | |
| Equity Eur Hedged | 11.21% | -21.55% | 9.89% | 5.70% | 15.58% | 5.57% | |