Average year | -90% |
---|---|
Return over 2,5 m. | -40% |
Average month | -17.6% |
Last day | 0% |
Last month | -13.8% |
Max. Drawdown | 44% |
Worst day | 13% |
Max. leverage | 1:14 |
Stand. deviation | 26.4% |
Downside Deviation | 21.8% |
Best day | 23% |
Volatility | 9.2% |
Return / Risk | -2.1 |
Calmar ratio | -0.4008 |
Sharpe ratio | -0.6969 |
Sortino ratio | -0.8456 |
Shvager ratio | 0.87 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 50 (88%) |
History | 2,5 m. |
Current stats | |
Drawdown | 44% / 44% |
Drawdown duration | 2 / 2 m. |