Average year | -82% |
---|---|
Return over 2 m. | -23% |
Average month | -13.5% |
Last day | 0% |
Last month | -11.2% |
Max. Drawdown | 32% |
Worst day | 11% |
Max. leverage | 1:40 |
Stand. deviation | 14.1% |
Downside Deviation | 15.3% |
Best day | 5% |
Volatility | 4.5% |
Return / Risk | -2.6 |
Calmar ratio | -0.4269 |
Sharpe ratio | -1.0096 |
Sortino ratio | -0.9336 |
Shvager ratio | 0.813 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 29 (73%) |
History | 2 m. |
Current stats | |
Drawdown | 28% / 32% |
Drawdown duration | 1.5 / 1,5 m. |