Average year | -76% |
---|---|
Return over 2,5 m. | -26% |
Average month | -11.3% |
Last day | 0% |
Last month | -32.4% |
Max. Drawdown | 39% |
Worst day | 14% |
Max. leverage | 1:163 |
Stand. deviation | 7.7% |
Downside Deviation | 11.2% |
Best day | 7% |
Volatility | 6.7% |
Return / Risk | -2 |
Calmar ratio | -0.2915 |
Sharpe ratio | -1.5725 |
Sortino ratio | -1.075 |
Shvager ratio | 1.195 |
Prefer horizon | 3 m. |
Longest drawdown | 23 d. |
Calculation period | 2,5 m. |
Trade days | 21 (38%) |
History | 2,5 m. |
Current stats | |
Drawdown | 39% / 39% |
Drawdown duration | 23 / 23 d. |