Average year | 39% |
---|---|
Return over 1,5 m. | 4% |
Average month | 2.8% |
Last day | 0% |
Last month | 3.4% |
Max. Drawdown | 4% |
Worst day | 3% |
Max. leverage | 1:14 |
Stand. deviation | 2.1% |
Downside Deviation | 0% |
Best day | 3% |
Volatility | 1% |
Return / Risk | 10.8 |
Calmar ratio | 0.7714 |
Sharpe ratio | 0.9713 |
Sortino ratio | 0 |
Shvager ratio | 0.778 |
Prefer horizon | 3 m. |
Longest drawdown | 1 d. |
Calculation period | 1,5 m. |
Trade days | 10 (34%) |
History | 1,5 m. |
Current stats | |
Drawdown | 0% / 4% |
Drawdown duration | 1 / 1 d. |
Max. leverage | 14 / 500 |