Average year | -5% |
---|---|
Return over 2,5 m. | -1% |
Average month | -0.5% |
Last day | -3.8% |
Last month | -4.2% |
Max. Drawdown | 13% |
Worst day | 7% |
Max. leverage | 1:10 |
Stand. deviation | 5.8% |
Downside Deviation | 3.4% |
Best day | 4% |
Volatility | 3% |
Return / Risk | -0.4 |
Calmar ratio | -0.0368 |
Sharpe ratio | -0.2173 |
Sortino ratio | -0.3712 |
Shvager ratio | 1.207 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2,5 m. |
Trade days | 27 (50%) |
History | 2,5 m. |
Current stats | |
Drawdown | 10% / 13% |
Drawdown duration | 1.5 / 1,5 m. |