Average year | -52% |
---|---|
Return over 1,5 m. | -9% |
Average month | -5.9% |
Last day | -2% |
Last month | -9.1% |
Max. Drawdown | 13% |
Worst day | 5% |
Max. leverage | 1:7 |
Stand. deviation | 6.5% |
Downside Deviation | 6.8% |
Best day | 3% |
Volatility | 2.3% |
Return / Risk | -4.1 |
Calmar ratio | -0.4677 |
Sharpe ratio | -1.0176 |
Sortino ratio | -0.9817 |
Shvager ratio | 0.836 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 1,5 m. |
Trade days | 33 (89%) |
History | 1,5 m. |
Current stats | |
Drawdown | 13% / 13% |
Drawdown duration | 1.5 / 1,5 m. |