| Analysis at 1/20/2023 | YTD | 1 year | 3 years | 5 years |
|---|---|---|---|---|
| Performance | 1.81% | -2.05% | 7.18% | -0.08% |
| Analysis at 1/20/2023 | 1 year | 3 years | 5 years |
|---|---|---|---|
| Volatility | 13.71% | 15.94% | 15.65% |
| Negative volatility | 10.94% | 10.74% | 11.38% |
| Sharpe | Neg | 0.24 | 0.13 |
| Sortino | Neg | 0.36 | 0.18 |
| 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | ||
| FF Eq. Japan H EUR | -16.75% | 14.33% | 3.22% | 10.67% | -6.36% | 1.81% | |
| Equity Japan - EUR Hedged | 11.43% | -6.62% | 25.89% | 18.49% | 21.79% | 12.81% | |