Average year | -95% |
---|---|
Return over 1 m. | -27% |
Average month | -22.1% |
Last day | -4.8% |
Last month | -26.4% |
Max. Drawdown | 31% |
Worst day | 12% |
Max. leverage | 1:10 |
Stand. deviation | 15.1% |
Downside Deviation | 16.6% |
Best day | 3% |
Volatility | 3.7% |
Return / Risk | -3.1 |
Calmar ratio | -0.7167 |
Sharpe ratio | -1.518 |
Sortino ratio | -1.3762 |
Shvager ratio | 0.565 |
Prefer horizon | 3 m. |
Longest drawdown | 24 d. |
Calculation period | 1 m. |
Trade days | 28 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 31% / 31% |
Drawdown duration | 24 / 24 d. |