Average year | -68% |
---|---|
Return over 1 m. | -11% |
Average month | -9.1% |
Last day | -2.9% |
Last month | -20.8% |
Max. Drawdown | 42% |
Worst day | 37% |
Max. leverage | 1:59 |
Stand. deviation | 3.6% |
Downside Deviation | 5.7% |
Best day | 19% |
Volatility | 10.2% |
Return / Risk | -1.6 |
Calmar ratio | -0.2142 |
Sharpe ratio | -2.7782 |
Sortino ratio | -1.7465 |
Shvager ratio | 0.779 |
Prefer horizon | 3 m. |
Longest drawdown | 19 d. |
Calculation period | 1 m. |
Trade days | 25 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 26% / 42% |
Drawdown duration | 19 / 19 d. |