Average year | -84% |
---|---|
Return over 1,5 m. | -20% |
Average month | -14.1% |
Last day | 1% |
Last month | -18.5% |
Max. Drawdown | 36% |
Worst day | 11% |
Max. leverage | 1:40 |
Stand. deviation | 7.1% |
Downside Deviation | 12% |
Best day | 9% |
Volatility | 5.9% |
Return / Risk | -2.3 |
Calmar ratio | -0.394 |
Sharpe ratio | -2.1078 |
Sortino ratio | -1.2438 |
Shvager ratio | 0.844 |
Prefer horizon | 3 m. |
Longest drawdown | 28 d. |
Calculation period | 1,5 m. |
Trade days | 34 (100%) |
History | 1,5 m. |
Current stats | |
Drawdown | 28% / 36% |
Drawdown duration | 28 / 28 d. |