Cartesio Y - Risk Adjusted Equities
Returns and Risk
Volatility |
1 year |
3 years |
5 years |
Since Inception |
Cartesio Y |
16.6% | 11.8% | 11.1% | 8.6% |
European Equities (MSPE) |
22.2% | 21.8% | 23.6% | 20.6% |
Relative Volatility |
74.8% | 54.1% | 47% | 41.7% |
Sharpe Ratio |
1 year |
3 years |
5 years |
Since Inception |
Cartesio Y |
<0 | 0.30 | <0 | 0.27 |
European Equities (MSPE) |
<0 | 0.42 | <0 | 0.05 |
* 12/31/2011