Average year | -85% |
---|---|
Return over 3 m. | -38% |
Average month | -14.8% |
Last day | 0% |
Last month | -40.4% |
Max. Drawdown | 47% |
Worst day | 14% |
Max. leverage | 1:47 |
Stand. deviation | 36.7% |
Downside Deviation | 23.9% |
Best day | 8% |
Volatility | 4.7% |
Return / Risk | -1.8 |
Calmar ratio | -0.3125 |
Sharpe ratio | -0.4254 |
Sortino ratio | -0.6544 |
Shvager ratio | 0.611 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 3 m. |
Trade days | 47 (71%) |
History | 3 m. |
Current stats | |
Drawdown | 45% / 47% |
Drawdown duration | 1.5 / 1,5 m. |