Average year | -10% |
---|---|
Return over 2,5 m. | -2% |
Average month | -0.9% |
Last day | 0.6% |
Last month | -5.6% |
Max. Drawdown | 16% |
Worst day | 16% |
Max. leverage | 1:48 |
Stand. deviation | 2.6% |
Downside Deviation | 2.9% |
Best day | 6% |
Volatility | 3.1% |
Return / Risk | -0.7 |
Calmar ratio | -0.0574 |
Sharpe ratio | -0.6597 |
Sortino ratio | -0.5962 |
Shvager ratio | 0.758 |
Prefer horizon | 3 m. |
Longest drawdown | 22 d. |
Calculation period | 2,5 m. |
Trade days | 43 (83%) |
History | 2,5 m. |
Current stats | |
Drawdown | 13% / 16% |
Drawdown duration | 21 / 22 d. |