Average year | 10% |
---|---|
Return over 3,5 m. | 3% |
Average month | 0.8% |
Last day | 0% |
Last month | 2% |
Last 3 months | 2% |
Max. Drawdown | 9% |
Worst day | 8% |
Max. leverage | 1:485 |
Stand. deviation | 1% |
Downside Deviation | 0.5% |
Best day | 3% |
Volatility | 2.7% |
Return / Risk | 1 |
Calmar ratio | 0.0824 |
Sharpe ratio | -0.039 |
Sortino ratio | -0.0716 |
Shvager ratio | 0.641 |
Prefer horizon | 3 m. |
Longest drawdown | 2,5 m. |
Calculation period | 3,5 m. |
Trade days | 2 (3%) |
History | 3,5 m. |
Current stats | |
Drawdown | 0% / 9% |
Drawdown duration | — / 2,5 m. |