Average year | -52% |
---|---|
Return over 3 m. | -16% |
Average month | -5.9% |
Last day | 0.8% |
Last month | 6.8% |
Max. Drawdown | 67% |
Worst day | 32% |
Max. leverage | 1:30 |
Stand. deviation | 53.6% |
Downside Deviation | 24.1% |
Best day | 22% |
Volatility | 11.1% |
Return / Risk | -0.8 |
Calmar ratio | -0.0888 |
Sharpe ratio | -0.1254 |
Sortino ratio | -0.279 |
Shvager ratio | 1.027 |
Prefer horizon | 3 m. |
Longest drawdown | 2,5 m. |
Calculation period | 3 m. |
Trade days | 57 (92%) |
History | 3 m. |
Current stats | |
Drawdown | 22% / 67% |
Drawdown duration | 2.5 / 2,5 m. |