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1.4889661611137708 Sortino coef: 1.8800527725096972 Max drawdown: -0.30508556497453887 alpha: 0.5672854146797404 beta: -0.1541654082608784 Alpha is positive, beta is very close to 0 (see this post for the definition of these criteria). The drawdown is too high, but it much lower than drawdown of