Average year | -78% |
---|---|
Return over 2 m. | -22% |
Average month | -12% |
Last day | -1% |
Last month | -15.7% |
Max. Drawdown | 42% |
Worst day | 24% |
Max. leverage | 1:56 |
Stand. deviation | 9.9% |
Downside Deviation | 13.4% |
Best day | 14% |
Volatility | 8.5% |
Return / Risk | -1.9 |
Calmar ratio | -0.2865 |
Sharpe ratio | -1.2965 |
Sortino ratio | -0.9542 |
Shvager ratio | 0.773 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 41 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 38% / 42% |
Drawdown duration | 1.5 / 1,5 m. |