Average year | -87% |
---|---|
Return over 2,5 m. | -33% |
Average month | -15.4% |
Last day | 0% |
Last month | -3% |
Max. Drawdown | 50% |
Worst day | 30% |
Max. leverage | 1:124 |
Stand. deviation | 15.3% |
Downside Deviation | 17.5% |
Best day | 31% |
Volatility | 13.5% |
Return / Risk | -1.7 |
Calmar ratio | -0.3053 |
Sharpe ratio | -1.0549 |
Sortino ratio | -0.9223 |
Shvager ratio | 0.636 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 20 (38%) |
History | 2,5 m. |
Current stats | |
Drawdown | 38% / 50% |
Drawdown duration | 2 / 2 m. |