Average year | 53% |
---|---|
Return over 4 m. | 16% |
Average month | 3.6% |
Last day | 0% |
Last month | 0% |
Last 3 months | 7.2% |
Max. Drawdown | 34% |
Worst day | 34% |
Max. leverage | 1:194 |
Stand. deviation | 4.5% |
Downside Deviation | 0.6% |
Best day | 11% |
Volatility | 6.6% |
Return / Risk | 1.6 |
Calmar ratio | 0.1067 |
Sharpe ratio | 0.6219 |
Sortino ratio | 4.857 |
Shvager ratio | 0.467 |
Prefer horizon | 3 m. |
Longest drawdown | 4 d. |
Calculation period | 4 m. |
Trade days | 9 (10%) |
History | 4 m. |
Current stats | |
Drawdown | 0% / 34% |
Drawdown duration | — / 4 d. |