Average year | -9% |
---|---|
Return over 2,5 m. | -2% |
Average month | -0.8% |
Last day | 0% |
Last month | -33.8% |
Max. Drawdown | 47% |
Worst day | 25% |
Max. leverage | 1:35 |
Stand. deviation | 23.6% |
Downside Deviation | 8.7% |
Best day | 26% |
Volatility | 15.7% |
Return / Risk | -0.2 |
Calmar ratio | -0.0168 |
Sharpe ratio | -0.0672 |
Sortino ratio | -0.183 |
Shvager ratio | 1.114 |
Prefer horizon | 3 m. |
Longest drawdown | 14 d. |
Calculation period | 2,5 m. |
Trade days | 42 (82%) |
History | 2,5 m. |
Current stats | |
Drawdown | 45% / 47% |
Drawdown duration | 14 / 14 d. |