| Average year | -2% |
|---|---|
| Return over 5 y. | -7% |
| Average month | -0.1% |
| Last day | 0% |
| Last month | 2.7% |
| Last 3 months | 2.4% |
| Last 6 months | -0.8% |
| Last year | 6.7% |
| Max. Drawdown | 55% |
| Worst day | 38% |
| Max. leverage | 1:28 |
| Stand. deviation | 4.6% |
| Downside Deviation | 3.9% |
| Best day | 17% |
| Volatility | 1.7% |
| Return / Risk | 0 |
| Calmar ratio | -0.0023 |
| Sharpe ratio | -0.2005 |
| Sortino ratio | -0.238 |
| Shvager ratio | 0.892 |
| Prefer horizon | 24 m. |
| Longest drawdown | 3,4 y. |
| Calculation period | 5 y. |
| Trade days | 1134 (87%) |
| History | 5 y. |
| Current stats | |
| Drawdown | 27% / 55% |
| Drawdown duration | 3.4 / 3,4 y. |
