Average year | 211% |
---|---|
Return over 15 d. | 5% |
Average month | 9.9% |
Last day | 0% |
Max. Drawdown | 19% |
Worst day | 19% |
Max. leverage | 1:137 |
Stand. deviation | — |
Downside Deviation | 0% |
Best day | 9% |
Volatility | 9.3% |
Return / Risk | 10.9 |
Calmar ratio | 0.5111 |
Sharpe ratio | 0 |
Sortino ratio | 0 |
Shvager ratio | 0.822 |
Prefer horizon | 3 m. |
Longest drawdown | 14 d. |
Calculation period | 15 d. |
Trade days | 1 (9%) |
History | 15 d. |
Current stats | |
Drawdown | 6% / 19% |
Drawdown duration | 14 / 14 d. |
Max. leverage | 137 / 1 |
Worst day | 19 / 100% |