Average year | 473% |
---|---|
Return over 2,5 m. | 46% |
Average month | 15.7% |
Last day | -1.9% |
Last month | 48.9% |
Max. Drawdown | 49% |
Worst day | 24% |
Max. leverage | 1:37 |
Stand. deviation | 17.7% |
Downside Deviation | 4.6% |
Best day | 30% |
Volatility | 16.5% |
Return / Risk | 9.6 |
Calmar ratio | 0.3184 |
Sharpe ratio | 0.8407 |
Sortino ratio | 3.2257 |
Shvager ratio | 1.047 |
Prefer horizon | 3 m. |
Longest drawdown | 26 d. |
Calculation period | 2,5 m. |
Trade days | 34 (60%) |
History | 2,5 m. |
Current stats | |
Drawdown | 12% / 49% |
Drawdown duration | 17 / 26 d. |