Average year | -55% |
---|---|
Return over 2,5 m. | -16% |
Average month | -6.4% |
Last day | 0% |
Last month | -6.2% |
Max. Drawdown | 17% |
Worst day | 6% |
Max. leverage | 1:70 |
Stand. deviation | 5.3% |
Downside Deviation | 7.2% |
Best day | 3% |
Volatility | 2.8% |
Return / Risk | -3.2 |
Calmar ratio | -0.3719 |
Sharpe ratio | -1.344 |
Sortino ratio | -0.9986 |
Shvager ratio | 0.811 |
Prefer horizon | 3 m. |
Longest drawdown | 2,5 m. |
Calculation period | 2,5 m. |
Trade days | 26 (46%) |
History | 2,5 m. |
Current stats | |
Drawdown | 17% / 17% |
Drawdown duration | 2.5 / 2,5 m. |