Average year | -87% |
---|---|
Return over 2 m. | -27% |
Average month | -15.8% |
Last day | 0% |
Last month | 15.8% |
Max. Drawdown | 48% |
Worst day | 22% |
Max. leverage | 1:62 |
Stand. deviation | 53.3% |
Downside Deviation | 27.9% |
Best day | 8% |
Volatility | 12.1% |
Return / Risk | -1.8 |
Calmar ratio | -0.3308 |
Sharpe ratio | -0.3105 |
Sortino ratio | -0.5943 |
Shvager ratio | 0.462 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 13 (33%) |
History | 2 m. |
Current stats | |
Drawdown | 28% / 48% |
Drawdown duration | 1.5 / 1,5 m. |