Average year | -74% |
---|---|
Return over 3 m. | -28% |
Average month | -10.8% |
Last day | 7.6% |
Last month | -16.7% |
Max. Drawdown | 46% |
Worst day | 14% |
Max. leverage | 1:91 |
Stand. deviation | 16.5% |
Downside Deviation | 15.1% |
Best day | 9% |
Volatility | 5% |
Return / Risk | -1.6 |
Calmar ratio | -0.2346 |
Sharpe ratio | -0.7006 |
Sortino ratio | -0.7658 |
Shvager ratio | 1.022 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 3 m. |
Trade days | 59 (94%) |
History | 3 m. |
Current stats | |
Drawdown | 31% / 46% |
Drawdown duration | 1.5 / 1,5 m. |