Average year | -23% |
---|---|
Return over 2,5 m. | -5% |
Average month | -2.2% |
Last day | 0.6% |
Last month | -6.2% |
Max. Drawdown | 14% |
Worst day | 8% |
Max. leverage | 1:103 |
Stand. deviation | 4.3% |
Downside Deviation | 4.5% |
Best day | 10% |
Volatility | 3.5% |
Return / Risk | -1.7 |
Calmar ratio | -0.1575 |
Sharpe ratio | -0.6949 |
Sortino ratio | -0.6675 |
Shvager ratio | 0.586 |
Prefer horizon | 3 m. |
Longest drawdown | 19 d. |
Calculation period | 2,5 m. |
Trade days | 24 (44%) |
History | 2,5 m. |
Current stats | |
Drawdown | 13% / 14% |
Drawdown duration | 8 / 19 d. |