Average year | 237% |
---|---|
Return over 1,5 m. | 15% |
Average month | 10.6% |
Last day | 9.2% |
Last month | -7.1% |
Max. Drawdown | 43% |
Worst day | 27% |
Max. leverage | 1:108 |
Stand. deviation | 52.8% |
Downside Deviation | 12.1% |
Best day | 20% |
Volatility | 11.2% |
Return / Risk | 5.5 |
Calmar ratio | 0.2465 |
Sharpe ratio | 0.1866 |
Sortino ratio | 0.8111 |
Shvager ratio | 0.664 |
Prefer horizon | 3 m. |
Longest drawdown | 11 d. |
Calculation period | 1,5 m. |
Trade days | 24 (77%) |
History | 1,5 m. |
Current stats | |
Drawdown | 27% / 43% |
Drawdown duration | 3 / 11 d. |