Average year | -65% |
---|---|
Return over 2 m. | -15% |
Average month | -8.3% |
Last day | -3.5% |
Last month | -24.5% |
Max. Drawdown | 27% |
Worst day | 10% |
Max. leverage | 1:19 |
Stand. deviation | 33.9% |
Downside Deviation | 18.1% |
Best day | 10% |
Volatility | 5.5% |
Return / Risk | -2.4 |
Calmar ratio | -0.3088 |
Sharpe ratio | -0.2686 |
Sortino ratio | -0.5018 |
Shvager ratio | 1.093 |
Prefer horizon | 3 m. |
Longest drawdown | 24 d. |
Calculation period | 2 m. |
Trade days | 35 (85%) |
History | 2 m. |
Current stats | |
Drawdown | 27% / 27% |
Drawdown duration | 24 / 24 d. |