Average year | -83% |
---|---|
Return over 2,5 m. | -33% |
Average month | -13.8% |
Last day | 0% |
Last month | -20.2% |
Max. Drawdown | 46% |
Worst day | 16% |
Max. leverage | 1:50 |
Stand. deviation | 8.8% |
Downside Deviation | 14.2% |
Best day | 15% |
Volatility | 7.9% |
Return / Risk | -1.8 |
Calmar ratio | -0.2971 |
Sharpe ratio | -1.6644 |
Sortino ratio | -1.0282 |
Shvager ratio | 0.965 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 48 (83%) |
History | 2,5 m. |
Current stats | |
Drawdown | 45% / 46% |
Drawdown duration | 2 / 2 m. |