Average year | -42% |
---|---|
Return over 2,5 m. | -10% |
Average month | -4.4% |
Last day | -4.7% |
Last month | -3.5% |
Max. Drawdown | 40% |
Worst day | 12% |
Max. leverage | 1:25 |
Stand. deviation | 14.4% |
Downside Deviation | 11.8% |
Best day | 12% |
Volatility | 6.1% |
Return / Risk | -1 |
Calmar ratio | -0.1086 |
Sharpe ratio | -0.3615 |
Sortino ratio | -0.4386 |
Shvager ratio | 1.313 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 50 (96%) |
History | 2,5 m. |
Current stats | |
Drawdown | 29% / 40% |
Drawdown duration | 2 / 2 m. |