Average year | -74% |
---|---|
Return over 2,5 m. | -24% |
Average month | -10.5% |
Last day | 0% |
Last month | 0% |
Max. Drawdown | 27% |
Worst day | 14% |
Max. leverage | 1:96 |
Stand. deviation | 8.6% |
Downside Deviation | 12.6% |
Best day | 2% |
Volatility | 5.3% |
Return / Risk | -2.8 |
Calmar ratio | -0.3949 |
Sharpe ratio | -1.3073 |
Sortino ratio | -0.8987 |
Shvager ratio | 0.41 |
Prefer horizon | 3 m. |
Longest drawdown | 2,5 m. |
Calculation period | 2,5 m. |
Trade days | 15 (28%) |
History | 2,5 m. |
Current stats | |
Drawdown | 25% / 27% |
Drawdown duration | 2.5 / 2,5 m. |