QI Global, SPC – Class Macro |
Embi Br |
Msci Br |
|
| Monthly Net Return |
1.16%
|
1.73% |
2.68% |
| Annualized Average Return | 14.86% |
22.82% |
37.39% |
| Annualized Standard Deviation | 11.59% |
17,554.97% |
398.24% |
| Anualized Sharpe | 0.598 |
0.638 |
0.562 |
| Largest Monthly Return |
10.64%
|
28.57% |
24.26% |
| Largest Monthly Loss |
-10.80%
|
-27.27% |
-32.35% |
| Positive Months | 40 |
37 |
37 |
| Negative Months | 19 |
22 |
22 |