Average year | -97% |
---|---|
Return over 1,5 m. | -38% |
Average month | -25.9% |
Last day | 0.3% |
Last month | -39.4% |
Max. Drawdown | 50% |
Worst day | 15% |
Max. leverage | 1:15 |
Stand. deviation | 8.7% |
Downside Deviation | 21.3% |
Best day | 10% |
Volatility | 8% |
Return / Risk | -1.9 |
Calmar ratio | -0.5175 |
Sharpe ratio | -3.0491 |
Sortino ratio | -1.2522 |
Shvager ratio | 0.844 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 32 (94%) |
History | 1,5 m. |
Current stats | |
Drawdown | 45% / 50% |
Drawdown duration | 1 / 1 m. |