Key Indicators
|
Months Traded
|
103
|
Returns For Period
|
389.81%
|
Index Return For Period***
|
134.30%
|
Compound Annual Return
|
20.33%
|
Maximum Drawdown
|
37.73%
|
% Winning Months
|
59.22%
|
Sharpe Ratio
|
0.70
|
Sortino Ratio**
|
1.33
|
Correlation to Benchmark
|
0.07
|
Note : Lamron Returns are stated before fees and taxes
** Sortino Ratio below 24% per annum
*** CNX S&P 500