Average year | -42% |
---|---|
Return over 1,5 m. | -7% |
Average month | -4.5% |
Last day | -12.6% |
Last month | 3.6% |
Max. Drawdown | 16% |
Worst day | 13% |
Max. leverage | 1:21 |
Stand. deviation | 10.5% |
Downside Deviation | 7.1% |
Best day | 16% |
Volatility | 7.4% |
Return / Risk | -2.6 |
Calmar ratio | -0.2778 |
Sharpe ratio | -0.4992 |
Sortino ratio | -0.7406 |
Shvager ratio | 0.954 |
Prefer horizon | 3 m. |
Longest drawdown | 8 d. |
Calculation period | 1,5 m. |
Trade days | 21 (66%) |
History | 1,5 m. |
Current stats | |
Drawdown | 15% / 16% |
Drawdown duration | 5 / 8 d. |