Average year | -66% |
---|---|
Return over 2 m. | -17% |
Average month | -8.7% |
Last day | -0.2% |
Last month | -13.2% |
Max. Drawdown | 73% |
Worst day | 8% |
Max. leverage | 1:14 |
Stand. deviation | 7.1% |
Downside Deviation | 10.3% |
Best day | 3% |
Volatility | 3.1% |
Return / Risk | -0.9 |
Calmar ratio | -0.1199 |
Sharpe ratio | -1.3376 |
Sortino ratio | -0.9196 |
Shvager ratio | 3.034 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 42 (95%) |
History | 2 m. |
Current stats | |
Drawdown | 73% / 73% |
Drawdown duration | 1.5 / 1,5 m. |