Average year | -17% |
---|---|
Return over 2,5 m. | -3% |
Average month | -1.5% |
Last day | 0% |
Last month | 0.4% |
Max. Drawdown | 24% |
Worst day | 15% |
Max. leverage | 1:117 |
Stand. deviation | 2.6% |
Downside Deviation | 4.6% |
Best day | 6% |
Volatility | 5.7% |
Return / Risk | -0.7 |
Calmar ratio | -0.0618 |
Sharpe ratio | -0.878 |
Sortino ratio | -0.4992 |
Shvager ratio | 1.705 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2,5 m. |
Trade days | 7 (14%) |
History | 2,5 m. |
Current stats | |
Drawdown | 20% / 24% |
Drawdown duration | 6 d. / 1,5 m. |