Average year | -52% |
---|---|
Return over 1,5 m. | -10% |
Average month | -5.9% |
Last day | -2.9% |
Last month | -10.5% |
Max. Drawdown | 20% |
Worst day | 8% |
Max. leverage | 1:35 |
Stand. deviation | 8% |
Downside Deviation | 7.6% |
Best day | 7% |
Volatility | 3.4% |
Return / Risk | -2.6 |
Calmar ratio | -0.2926 |
Sharpe ratio | -0.8408 |
Sortino ratio | -0.8835 |
Shvager ratio | 0.864 |
Prefer horizon | 3 m. |
Longest drawdown | 24 d. |
Calculation period | 1,5 m. |
Trade days | 22 (58%) |
History | 1,5 m. |
Current stats | |
Drawdown | 20% / 20% |
Drawdown duration | 24 / 24 d. |