Risk Statistics

Note: All returns are excess returns, i.e. net of 3 month T-Bill rate.

[1] “CSX” “SPY” [1] “DGS3MO”

Number of Trading Days is 6456
Beta is 0.97
Beta of Last 100 Days is 1.11
Annualized Total Return 0.2269
Annualized Alpha 0.1214
Ending Cumulative Alpha is 18.18
Daily Historical Volatility is 0.3265
Daily Historical Volatility of BaseAsset is 0.1842
Daily Historical Volatility of Last 100 Points is 0.2549