Average year | -27% |
---|---|
Return over 1,5 m. | -5% |
Average month | -2.6% |
Last day | 0% |
Last month | -5.4% |
Max. Drawdown | 15% |
Worst day | 10% |
Max. leverage | 1:10 |
Stand. deviation | 3.1% |
Downside Deviation | 3.9% |
Best day | 1% |
Volatility | 1.1% |
Return / Risk | -1.9 |
Calmar ratio | -0.1779 |
Sharpe ratio | -1.1089 |
Sortino ratio | -0.8788 |
Shvager ratio | 0.423 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 1,5 m. |
Trade days | 21 (54%) |
History | 1,5 m. |
Current stats | |
Drawdown | 9% / 15% |
Drawdown duration | 1.5 / 1,5 m. |