Average year | -51% |
---|---|
Return over 2,5 m. | -14% |
Average month | -5.8% |
Last day | 0% |
Last month | 0% |
Max. Drawdown | 18% |
Worst day | 12% |
Max. leverage | 1:54 |
Stand. deviation | 11.1% |
Downside Deviation | 9.9% |
Best day | 2% |
Volatility | 3.8% |
Return / Risk | -2.8 |
Calmar ratio | -0.3223 |
Sharpe ratio | -0.5973 |
Sortino ratio | -0.6701 |
Shvager ratio | 0.403 |
Prefer horizon | 3 m. |
Longest drawdown | 2,5 m. |
Calculation period | 2,5 m. |
Trade days | 14 (25%) |
History | 2,5 m. |
Current stats | |
Drawdown | 15% / 18% |
Drawdown duration | 2.5 / 2,5 m. |