Average year | -67% |
---|---|
Return over 1,5 m. | -13% |
Average month | -8.9% |
Last day | 0% |
Last month | -8% |
Max. Drawdown | 18% |
Worst day | 5% |
Max. leverage | 1:16 |
Stand. deviation | 9.4% |
Downside Deviation | 10.1% |
Best day | 10% |
Volatility | 4.3% |
Return / Risk | -3.7 |
Calmar ratio | -0.4903 |
Sharpe ratio | -1.0294 |
Sortino ratio | -0.964 |
Shvager ratio | 0.963 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 1,5 m. |
Trade days | 21 (62%) |
History | 1,5 m. |
Current stats | |
Drawdown | 18% / 18% |
Drawdown duration | 1.5 / 1,5 m. |