Average year | 871% |
---|---|
Return over 1,5 m. | 29% |
Average month | 20.9% |
Last day | -8.5% |
Last month | -11.1% |
Max. Drawdown | 39% |
Worst day | 20% |
Max. leverage | 1:167 |
Stand. deviation | 36.8% |
Downside Deviation | 4.3% |
Best day | 58% |
Volatility | 14.7% |
Return / Risk | 22.5 |
Calmar ratio | 0.5399 |
Sharpe ratio | 0.5455 |
Sortino ratio | 4.6872 |
Shvager ratio | 1.891 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 23 (79%) |
History | 1,5 m. |
Current stats | |
Drawdown | 30% / 39% |
Drawdown duration | 1 / 1 m. |