Average year | 29% |
---|---|
Return over 1 m. | 3% |
Average month | 2.2% |
Last day | 0% |
Last month | 1% |
Max. Drawdown | 9% |
Worst day | 8% |
Max. leverage | 1:26 |
Stand. deviation | 4.5% |
Downside Deviation | 1.1% |
Best day | 3% |
Volatility | 2% |
Return / Risk | 3.2 |
Calmar ratio | 0.2391 |
Sharpe ratio | 0.3012 |
Sortino ratio | 1.2807 |
Shvager ratio | 0.482 |
Prefer horizon | 3 m. |
Longest drawdown | 10 d. |
Calculation period | 1 m. |
Trade days | 13 (50%) |
History | 1 m. |
Current stats | |
Drawdown | 6% / 9% |
Drawdown duration | 10 / 10 d. |
Max. leverage | 26 / 25 |