This overview provides a summary of the selected indicators, including their latest values, changes over time, and key statistics.
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AssetARMFOREST
Latest Value11.618
Value Change %Calculating...
Value Change XCalculating...
Up YearsCalculating...
Down YearsCalculating...
Avg Up Year %Calculating...
Avg Down Year %Calculating...
Median Up Year %Calculating...
Median Down Year %Calculating...
Volatility %0.17%
Win Rate %3.2%
CAGR %-11.78%
Best Year %+0.90%
Worst Year %-0.13%
Max Drawdown %-1.68%
Period High11.74
Period Low11.54
From High %-1.1%
From Low %+0.6%
Sharpe Ratio-0.20
Years >Avg %46.9%
Value Chart Percentage Changes
The value chart compares the percentage changes for each indicator in the given time period. Each starts out at 0% at the x axis left most position.
Value Overlay ChartPercentage Changes
The overlay value chart displays the value movements of each indicator over the selected period, using individual y-axes for each. This allows for an easy comparison of indicators with different magnitudes, making it great for identifying correlations.