Average year | 9% |
---|---|
Return over 4,5 m. | 3% |
Average month | 0.7% |
Last day | 0% |
Last month | 0% |
Last 3 months | -3% |
Max. Drawdown | 9% |
Worst day | 4% |
Max. leverage | 1:24 |
Stand. deviation | 3.1% |
Downside Deviation | 1.6% |
Best day | 4% |
Volatility | 2.6% |
Return / Risk | 1 |
Calmar ratio | 0.0779 |
Sharpe ratio | -0.0321 |
Sortino ratio | -0.0629 |
Shvager ratio | 1.281 |
Prefer horizon | 3 m. |
Longest drawdown | 4 m. |
Calculation period | 4,5 m. |
Trade days | 34 (37%) |
History | 4,5 m. |
Current stats | |
Drawdown | 9% / 9% |
Drawdown duration | 4 / 4 m. |