Average year | -58% |
---|---|
Return over 2 m. | -13% |
Average month | -7.1% |
Last day | -11.2% |
Last month | -17.7% |
Max. Drawdown | 23% |
Worst day | 13% |
Max. leverage | 1:58 |
Stand. deviation | 20.4% |
Downside Deviation | 13.6% |
Best day | 2% |
Volatility | 2.8% |
Return / Risk | -2.6 |
Calmar ratio | -0.3114 |
Sharpe ratio | -0.3849 |
Sortino ratio | -0.5795 |
Shvager ratio | 0.584 |
Prefer horizon | 3 m. |
Longest drawdown | 14 d. |
Calculation period | 2 m. |
Trade days | 29 (69%) |
History | 2 m. |
Current stats | |
Drawdown | 23% / 23% |
Drawdown duration | 14 / 14 d. |