| Average year | -27% |
|---|---|
| Return over 11,5 m. | -26% |
| Average month | -2.6% |
| Last day | -30.1% |
| Last month | -23.5% |
| Last 3 months | -42% |
| Last 6 months | -9.3% |
| Max. Drawdown | 64% |
| Worst day | 31% |
| Max. leverage | 1:92 |
| Stand. deviation | 23.6% |
| Downside Deviation | 13.7% |
| Best day | 29% |
| Volatility | 9.1% |
| Return / Risk | -0.4 |
| Calmar ratio | -0.0404 |
| Sharpe ratio | -0.1432 |
| Sortino ratio | -0.2475 |
| Shvager ratio | 1.019 |
| Prefer horizon | 3 m. |
| Longest drawdown | 4 m. |
| Calculation period | 11,5 m. |
| Trade days | 243 (95%) |
| History | 11,5 m. |
| Current stats | |
| Drawdown | 56% / 64% |
| Drawdown duration | 4 / 4 m. |
