Average year | -81% |
---|---|
Return over 3 m. | -33% |
Average month | -13% |
Last day | -1.4% |
Last month | -19.4% |
Max. Drawdown | 36% |
Worst day | 10% |
Max. leverage | 1:36 |
Stand. deviation | 9.5% |
Downside Deviation | 14.4% |
Best day | 4% |
Volatility | 3.1% |
Return / Risk | -2.2 |
Calmar ratio | -0.3592 |
Sharpe ratio | -1.4534 |
Sortino ratio | -0.9526 |
Shvager ratio | 0.866 |
Prefer horizon | 3 m. |
Longest drawdown | 2,5 m. |
Calculation period | 3 m. |
Trade days | 62 (98%) |
History | 3 m. |
Current stats | |
Drawdown | 36% / 36% |
Drawdown duration | 2.5 / 2,5 m. |