Average year | -84% |
---|---|
Return over 1,5 m. | -18% |
Average month | -14.1% |
Last day | 6.5% |
Last month | -18.4% |
Max. Drawdown | 36% |
Worst day | 17% |
Max. leverage | 1:107 |
Stand. deviation | 8% |
Downside Deviation | 9.2% |
Best day | 7% |
Volatility | 6% |
Return / Risk | -2.4 |
Calmar ratio | -0.3971 |
Sharpe ratio | -1.8742 |
Sortino ratio | -1.6177 |
Shvager ratio | 0.546 |
Prefer horizon | 3 m. |
Longest drawdown | 13 d. |
Calculation period | 1,5 m. |
Trade days | 20 (69%) |
History | 1,5 m. |
Current stats | |
Drawdown | 29% / 36% |
Drawdown duration | 13 / 13 d. |