Average year | -96% |
---|---|
Return over 1,5 m. | -30% |
Average month | -23.4% |
Last day | 0% |
Last month | -31.3% |
Max. Drawdown | 49% |
Worst day | 29% |
Max. leverage | 1:37 |
Stand. deviation | 20.2% |
Downside Deviation | 16% |
Best day | 15% |
Volatility | 6.6% |
Return / Risk | -2 |
Calmar ratio | -0.4811 |
Sharpe ratio | -1.1988 |
Sortino ratio | -1.5145 |
Shvager ratio | 0.704 |
Prefer horizon | 3 m. |
Longest drawdown | 19 d. |
Calculation period | 1,5 m. |
Trade days | 28 (93%) |
History | 1,5 m. |
Current stats | |
Drawdown | 49% / 49% |
Drawdown duration | 19 / 19 d. |