M.I.D.A Portfolio Backtesting

1. Asset correlation

2. Backtesting Result

3. Weight of assets

4. Drawdown Chart

5. Yearly Return

6. Monthly Return

6. Summary

기간

2016.12.01 ~ 2020.4.17

누적수익률 28.07%

CAGR(산술) 7.96%

CAGR(기하) 7.94%

Std(연간) 7.90%

샤프지수(연간) 1.0048

MDD 9.83%

칼마지수 0.8075