Average year | -70% |
---|---|
Return over 3 m. | -25% |
Average month | -9.6% |
Last day | 0% |
Last month | -32.6% |
Max. Drawdown | 51% |
Worst day | 24% |
Max. leverage | 1:35 |
Stand. deviation | 28.7% |
Downside Deviation | 18.3% |
Best day | 21% |
Volatility | 8.4% |
Return / Risk | -1.4 |
Calmar ratio | -0.1875 |
Sharpe ratio | -0.3626 |
Sortino ratio | -0.5678 |
Shvager ratio | 0.925 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 3 m. |
Trade days | 62 (97%) |
History | 3 m. |
Current stats | |
Drawdown | 38% / 51% |
Drawdown duration | 1.5 / 1,5 m. |