Average year | -90% |
---|---|
Return over 1 m. | -19% |
Average month | -17.5% |
Last day | 4.9% |
Last month | -20.9% |
Max. Drawdown | 36% |
Worst day | 11% |
Max. leverage | 1:17 |
Stand. deviation | 23.3% |
Downside Deviation | 19.5% |
Best day | 9% |
Volatility | 7.6% |
Return / Risk | -2.5 |
Calmar ratio | -0.4892 |
Sharpe ratio | -0.7852 |
Sortino ratio | -0.9375 |
Shvager ratio | 0.953 |
Prefer horizon | 3 m. |
Longest drawdown | 26 d. |
Calculation period | 1 m. |
Trade days | 25 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 31% / 36% |
Drawdown duration | 26 / 26 d. |