Average year | -23% |
---|---|
Return over 2 m. | -4% |
Average month | -2.2% |
Last day | 7.6% |
Last month | 44.8% |
Max. Drawdown | 67% |
Worst day | 41% |
Max. leverage | 1:46 |
Stand. deviation | 71.5% |
Downside Deviation | 25% |
Best day | 42% |
Volatility | 24.7% |
Return / Risk | -0.3 |
Calmar ratio | -0.0327 |
Sharpe ratio | -0.0416 |
Sortino ratio | -0.1192 |
Shvager ratio | 1.193 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 42 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 19% / 67% |
Drawdown duration | 1.5 / 1,5 m. |