Average year | -90% |
---|---|
Return over 1 m. | -20% |
Average month | -17.4% |
Last day | -0.5% |
Last month | -19.8% |
Max. Drawdown | 26% |
Worst day | 12% |
Max. leverage | 1:18 |
Stand. deviation | 18.1% |
Downside Deviation | 16.5% |
Best day | 7% |
Volatility | 6.3% |
Return / Risk | -3.4 |
Calmar ratio | -0.6623 |
Sharpe ratio | -1.0054 |
Sortino ratio | -1.1068 |
Shvager ratio | 0.711 |
Prefer horizon | 3 m. |
Longest drawdown | 10 d. |
Calculation period | 1 m. |
Trade days | 16 (62%) |
History | 1 m. |
Current stats | |
Drawdown | 26% / 26% |
Drawdown duration | 10 / 10 d. |