Average year | -13% |
---|---|
Return over 5 m. | -5% |
Average month | -1.1% |
Last day | 0% |
Last month | 0% |
Last 3 months | 0% |
Max. Drawdown | 9% |
Worst day | 6% |
Max. leverage | 1:17 |
Stand. deviation | 1.6% |
Downside Deviation | 2.4% |
Best day | 3% |
Volatility | 2.2% |
Return / Risk | -1.5 |
Calmar ratio | -0.1286 |
Sharpe ratio | -1.183 |
Sortino ratio | -0.8088 |
Shvager ratio | 0.545 |
Prefer horizon | 6 m. |
Longest drawdown | 4 m. |
Calculation period | 5 m. |
Trade days | 17 (16%) |
History | 5 m. |
Current stats | |
Drawdown | 8% / 9% |
Drawdown duration | 4 / 4 m. |