Average year | -37% |
---|---|
Return over 2,5 m. | -9% |
Average month | -3.8% |
Last day | 0% |
Last month | -10.2% |
Max. Drawdown | 21% |
Worst day | 14% |
Max. leverage | 1:170 |
Stand. deviation | 9.3% |
Downside Deviation | 8.7% |
Best day | 6% |
Volatility | 4.5% |
Return / Risk | -1.8 |
Calmar ratio | -0.1835 |
Sharpe ratio | -0.4962 |
Sortino ratio | -0.5251 |
Shvager ratio | 0.476 |
Prefer horizon | 3 m. |
Longest drawdown | 16 d. |
Calculation period | 2,5 m. |
Trade days | 30 (54%) |
History | 2,5 m. |
Current stats | |
Drawdown | 21% / 21% |
Drawdown duration | 11 / 16 d. |