Average year | -48% |
---|---|
Return over 1,5 m. | -9% |
Average month | -5.4% |
Last day | 0% |
Last month | 3.6% |
Max. Drawdown | 31% |
Worst day | 19% |
Max. leverage | 1:35 |
Stand. deviation | 17% |
Downside Deviation | 12.1% |
Best day | 7% |
Volatility | 5.8% |
Return / Risk | -1.5 |
Calmar ratio | -0.1716 |
Sharpe ratio | -0.3635 |
Sortino ratio | -0.5119 |
Shvager ratio | 1.567 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 1,5 m. |
Trade days | 23 (64%) |
History | 1,5 m. |
Current stats | |
Drawdown | 17% / 31% |
Drawdown duration | 1.5 / 1,5 m. |