Average year | 246% |
---|---|
Return over 1,5 m. | 17% |
Average month | 10.9% |
Last day | -4.3% |
Last month | -12.3% |
Max. Drawdown | 23% |
Worst day | 13% |
Max. leverage | 1:284 |
Stand. deviation | 23.7% |
Downside Deviation | 4.3% |
Best day | 24% |
Volatility | 10.9% |
Return / Risk | 10.5 |
Calmar ratio | 0.4649 |
Sharpe ratio | 0.4252 |
Sortino ratio | 2.3244 |
Shvager ratio | 1.425 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 18 (55%) |
History | 1,5 m. |
Current stats | |
Drawdown | 20% / 23% |
Drawdown duration | 1 / 1 m. |