Average year | -74% |
---|---|
Return over 1,5 m. | -16% |
Average month | -10.7% |
Last day | -1.8% |
Last month | -13.4% |
Max. Drawdown | 26% |
Worst day | 7% |
Max. leverage | 1:28 |
Stand. deviation | 4.6% |
Downside Deviation | 9.1% |
Best day | 6% |
Volatility | 3.9% |
Return / Risk | -2.9 |
Calmar ratio | -0.4187 |
Sharpe ratio | -2.5004 |
Sortino ratio | -1.2738 |
Shvager ratio | 0.747 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 30 (94%) |
History | 1,5 m. |
Current stats | |
Drawdown | 25% / 26% |
Drawdown duration | 1 / 1 m. |