Average year | -86% |
---|---|
Return over 1,5 m. | -20% |
Average month | -15% |
Last day | 0% |
Last month | -24.7% |
Max. Drawdown | 26% |
Worst day | 10% |
Max. leverage | 1:19 |
Stand. deviation | 5.7% |
Downside Deviation | 10.1% |
Best day | 7% |
Volatility | 6.1% |
Return / Risk | -3.3 |
Calmar ratio | -0.5731 |
Sharpe ratio | -2.7628 |
Sortino ratio | -1.5656 |
Shvager ratio | 0.564 |
Prefer horizon | 3 m. |
Longest drawdown | 28 d. |
Calculation period | 1,5 m. |
Trade days | 21 (72%) |
History | 1,5 m. |
Current stats | |
Drawdown | 26% / 26% |
Drawdown duration | 28 / 28 d. |