Average year | -56% |
---|---|
Return over 2,5 m. | -15% |
Average month | -6.6% |
Last day | 0% |
Last month | 12.2% |
Max. Drawdown | 73% |
Worst day | 68% |
Max. leverage | 1:164 |
Stand. deviation | 9.5% |
Downside Deviation | 13.2% |
Best day | 68% |
Volatility | 15.1% |
Return / Risk | -0.8 |
Calmar ratio | -0.0905 |
Sharpe ratio | -0.7764 |
Sortino ratio | -0.5594 |
Shvager ratio | 0.835 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 48 (94%) |
History | 2,5 m. |
Current stats | |
Drawdown | 20% / 73% |
Drawdown duration | 2 / 2 m. |