Average year | -12% |
---|---|
Return over 2,5 m. | -3% |
Average month | -1.1% |
Last day | -0.2% |
Last month | -1.1% |
Max. Drawdown | 8% |
Worst day | 2% |
Max. leverage | 1:10 |
Stand. deviation | 3.1% |
Downside Deviation | 2.9% |
Best day | 2% |
Volatility | 1.5% |
Return / Risk | -1.6 |
Calmar ratio | -0.1393 |
Sharpe ratio | -0.6133 |
Sortino ratio | -0.6639 |
Shvager ratio | 1.019 |
Prefer horizon | 3 m. |
Longest drawdown | 2,5 m. |
Calculation period | 2,5 m. |
Trade days | 30 (51%) |
History | 2,5 m. |
Current stats | |
Drawdown | 5% / 8% |
Drawdown duration | 2.5 / 2,5 m. |