Average year | -22% |
---|---|
Return over 2,5 m. | -5% |
Average month | -2.1% |
Last day | 0% |
Last month | -11.9% |
Max. Drawdown | 17% |
Worst day | 6% |
Max. leverage | 1:52 |
Stand. deviation | 15.2% |
Downside Deviation | 10.3% |
Best day | 7% |
Volatility | 5.4% |
Return / Risk | -1.3 |
Calmar ratio | -0.1239 |
Sharpe ratio | -0.1884 |
Sortino ratio | -0.2795 |
Shvager ratio | 0.908 |
Prefer horizon | 3 m. |
Longest drawdown | 29 d. |
Calculation period | 2,5 m. |
Trade days | 25 (49%) |
History | 2,5 m. |
Current stats | |
Drawdown | 12% / 17% |
Drawdown duration | 29 / 29 d. |