For any participant on any leader board the value of Sortino Ratio is negative.
17
Backtest Score
69.57
27
Annual Returns
18.58%
127
Annual Volatility
13.06%
33
Sharpe
1.372
59
Max Drawdown
-7.543%
52
Stability
0.8813
118.0
Sortino Ratio
-14.94
66
Beta
0.01690
Correlation
-0.2225%
5
Annual Returns
73.22%
87
Annual Volatility
12.12%
1
Sharpe
4.624
54
Max Drawdown
-4.209%
9
Stability
0.9234
123.0
Sortino Ratio
-13.96
99
Beta
0.01023
Correlation
5.002%
223
Paper Trading Score
25.50
209
Annual Returns
-31.35%
212
Annual Volatility
78.55%
152
Sharpe
-0.1048
220
Max Drawdown
-35.28%
150
Stability
0.2779
12.0
Sortino Ratio
-6.175
215
Beta
2.965
Correlation
9.293%