Average year | -84% |
---|---|
Return over 2,5 m. | -34% |
Average month | -14.1% |
Last day | 0% |
Last month | -21.5% |
Max. Drawdown | 50% |
Worst day | 16% |
Max. leverage | 1:61 |
Stand. deviation | 30.2% |
Downside Deviation | 21.7% |
Best day | 20% |
Volatility | 5.6% |
Return / Risk | -1.7 |
Calmar ratio | -0.2825 |
Sharpe ratio | -0.4951 |
Sortino ratio | -0.6891 |
Shvager ratio | 0.94 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 52 (90%) |
History | 2,5 m. |
Current stats | |
Drawdown | 46% / 50% |
Drawdown duration | 2 / 2 m. |