Average year | -31% |
---|---|
Return over 2 m. | -6% |
Average month | -3.1% |
Last day | -4.6% |
Last month | -19.9% |
Max. Drawdown | 31% |
Worst day | 10% |
Max. leverage | 1:64 |
Stand. deviation | 35.2% |
Downside Deviation | 14.7% |
Best day | 26% |
Volatility | 7.8% |
Return / Risk | -1 |
Calmar ratio | -0.0986 |
Sharpe ratio | -0.1097 |
Sortino ratio | -0.2619 |
Shvager ratio | 0.967 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 35 (76%) |
History | 2 m. |
Current stats | |
Drawdown | 31% / 31% |
Drawdown duration | 1.5 / 1,5 m. |