Average year | -89% |
---|---|
Return over 2 m. | -28% |
Average month | -16.5% |
Last day | -8.1% |
Last month | -6.5% |
Max. Drawdown | 35% |
Worst day | 14% |
Max. leverage | 1:18 |
Stand. deviation | 8.6% |
Downside Deviation | 16.9% |
Best day | 13% |
Volatility | 8% |
Return / Risk | -2.5 |
Calmar ratio | -0.4683 |
Sharpe ratio | -2.0179 |
Sortino ratio | -1.0268 |
Shvager ratio | 0.868 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 35 (88%) |
History | 2 m. |
Current stats | |
Drawdown | 33% / 35% |
Drawdown duration | 1.5 / 1,5 m. |