Proportion of times each category was loss-making
Based on average rolling returns for different periods from August 2018 to 2021
Fund category
% times of 1-day loss
% times of 1-week loss
% times of 1-month loss
Overnight
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Liquid
0.5%
0.5%
0.2%
0.2%
0.0%
0.0%
Arbitrage
32.1%
32.1%
10.8%
10.8%
1.4%
1.4%
