Average year | -77% |
---|---|
Return over 1,5 m. | -17% |
Average month | -11.7% |
Last day | 0% |
Last month | -10.7% |
Max. Drawdown | 17% |
Worst day | 7% |
Max. leverage | 1:105 |
Stand. deviation | 5.8% |
Downside Deviation | 10.2% |
Best day | 0% |
Volatility | 4.6% |
Return / Risk | -4.5 |
Calmar ratio | -0.6774 |
Sharpe ratio | -2.1418 |
Sortino ratio | -1.2201 |
Shvager ratio | 0 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 1,5 m. |
Trade days | 8 (24%) |
History | 1,5 m. |
Current stats | |
Drawdown | 17% / 17% |
Drawdown duration | 1.5 / 1,5 m. |