Average year | 1,082% |
---|---|
Return over 1,5 m. | 38% |
Average month | 22.9% |
Last day | 3.1% |
Last month | 6.3% |
Max. Drawdown | 62% |
Worst day | 55% |
Max. leverage | 1:78 |
Stand. deviation | 73.2% |
Downside Deviation | 21.9% |
Best day | 44% |
Volatility | 31% |
Return / Risk | 17.5 |
Calmar ratio | 0.3692 |
Sharpe ratio | 0.3012 |
Sortino ratio | 1.0082 |
Shvager ratio | 1.469 |
Prefer horizon | 3 m. |
Longest drawdown | 26 d. |
Calculation period | 1,5 m. |
Trade days | 32 (100%) |
History | 1,5 m. |
Current stats | |
Drawdown | 2% / 62% |
Drawdown duration | 26 / 26 d. |