Average year | -19% |
---|---|
Return over 1,5 m. | -3% |
Average month | -1.8% |
Last day | -2% |
Last month | -7.4% |
Max. Drawdown | 38% |
Worst day | 30% |
Max. leverage | 1:63 |
Stand. deviation | 9.9% |
Downside Deviation | 5.9% |
Best day | 14% |
Volatility | 6.7% |
Return / Risk | -0.5 |
Calmar ratio | -0.0461 |
Sharpe ratio | -0.2572 |
Sortino ratio | -0.4311 |
Shvager ratio | 1.217 |
Prefer horizon | 3 m. |
Longest drawdown | 11 d. |
Calculation period | 1,5 m. |
Trade days | 36 (100%) |
History | 1,5 m. |
Current stats | |
Drawdown | 33% / 38% |
Drawdown duration | 8 / 11 d. |