| Analysis at 2/25/2022 | YTD | 1 year | 3 years | 5 years |
|---|---|---|---|---|
| Performance | -39.21% | -26.36% | -13.34% | -12.08% |
| Analysis at 2/25/2022 | 1 year | 3 years | 5 years |
|---|---|---|---|
| Volatility | 18.01% | 22.55% | 19.86% |
| Negative volatility | 12.77% | 17.04% | 14.36% |
| Sharpe | 0.82 | 0.52 | 0.39 |
| Sortino | 1.15 | 0.69 | 0.53 |
| 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | ||
| JPM Russia A Dis $ | -8.04% | -0.72% | 42.84% | -11.45% | 24.57% | -39.21% | |
| Equity Russia | -7.72% | 5.26% | 55.96% | -18.94% | 29.13% | -64.38% | |