Average year | -38% |
---|---|
Return over 2,5 m. | -9% |
Average month | -3.9% |
Last day | 3.9% |
Last month | -29.6% |
Max. Drawdown | 38% |
Worst day | 19% |
Max. leverage | 1:237 |
Stand. deviation | 20.2% |
Downside Deviation | 12.5% |
Best day | 12% |
Volatility | 7.1% |
Return / Risk | -1 |
Calmar ratio | -0.1037 |
Sharpe ratio | -0.2339 |
Sortino ratio | -0.3789 |
Shvager ratio | 1.012 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2,5 m. |
Trade days | 50 (98%) |
History | 2,5 m. |
Current stats | |
Drawdown | 32% / 38% |
Drawdown duration | 1 / 1 m. |