Average year | -93% |
---|---|
Return over 2 m. | -33% |
Average month | -20.2% |
Last day | -16.5% |
Last month | -31.8% |
Max. Drawdown | 38% |
Worst day | 17% |
Max. leverage | 1:14 |
Stand. deviation | 23% |
Downside Deviation | 21.3% |
Best day | 12% |
Volatility | 6.1% |
Return / Risk | -2.4 |
Calmar ratio | -0.531 |
Sharpe ratio | -0.9169 |
Sortino ratio | -0.986 |
Shvager ratio | 0.89 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 36 (90%) |
History | 2 m. |
Current stats | |
Drawdown | 38% / 38% |
Drawdown duration | 1.5 / 1,5 m. |