Average year | 0% |
---|---|
Return over 3 m. | 0% |
Average month | 0% |
Last day | 0% |
Last month | -1.9% |
Last 3 months | -2.2% |
Max. Drawdown | 17% |
Worst day | 6% |
Max. leverage | 1:16 |
Stand. deviation | 7.9% |
Downside Deviation | 4.2% |
Best day | 11% |
Volatility | 4.1% |
Return / Risk | 0 |
Calmar ratio | 0.0001 |
Sharpe ratio | -0.1009 |
Sortino ratio | -0.1874 |
Shvager ratio | 1.385 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 3 m. |
Trade days | 24 (35%) |
History | 3 m. |
Current stats | |
Drawdown | 9% / 17% |
Drawdown duration | 1 / 1 m. |