Average year | -96% |
---|---|
Return over 1,5 m. | -30% |
Average month | -23% |
Last day | 0% |
Last month | -0.4% |
Max. Drawdown | 32% |
Worst day | 26% |
Max. leverage | 1:88 |
Stand. deviation | 35.7% |
Downside Deviation | 26.4% |
Best day | 0% |
Volatility | 7.4% |
Return / Risk | -3 |
Calmar ratio | -0.7226 |
Sharpe ratio | -0.6668 |
Sortino ratio | -0.9028 |
Shvager ratio | 0.169 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 1,5 m. |
Trade days | 9 (29%) |
History | 1,5 m. |
Current stats | |
Drawdown | 31% / 32% |
Drawdown duration | 1.5 / 1,5 m. |