Average year | -78% |
---|---|
Return over 2,5 m. | -26% |
Average month | -12% |
Last day | -0.7% |
Last month | 17.5% |
Max. Drawdown | 54% |
Worst day | 14% |
Max. leverage | 1:13 |
Stand. deviation | 39.1% |
Downside Deviation | 27% |
Best day | 38% |
Volatility | 11.3% |
Return / Risk | -1.5 |
Calmar ratio | -0.2238 |
Sharpe ratio | -0.3267 |
Sortino ratio | -0.4728 |
Shvager ratio | 1.158 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 45 (88%) |
History | 2,5 m. |
Current stats | |
Drawdown | 29% / 54% |
Drawdown duration | 2 / 2 m. |