Average year | -91% |
---|---|
Return over 1,5 m. | -27% |
Average month | -18.1% |
Last day | 0% |
Last month | -24.4% |
Max. Drawdown | 29% |
Worst day | 11% |
Max. leverage | 1:17 |
Stand. deviation | 12.3% |
Downside Deviation | 15.3% |
Best day | 3% |
Volatility | 4.1% |
Return / Risk | -3.2 |
Calmar ratio | -0.6316 |
Sharpe ratio | -1.5385 |
Sortino ratio | -1.2359 |
Shvager ratio | 0.626 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 26 (74%) |
History | 1,5 m. |
Current stats | |
Drawdown | 29% / 29% |
Drawdown duration | 1 / 1 m. |