Average year | -92% |
---|---|
Return over 1,5 m. | -29% |
Average month | -18.8% |
Last day | 0% |
Last month | -22.2% |
Max. Drawdown | 41% |
Worst day | 29% |
Max. leverage | 1:85 |
Stand. deviation | 23.9% |
Downside Deviation | 21% |
Best day | 17% |
Volatility | 11.7% |
Return / Risk | -2.3 |
Calmar ratio | -0.4626 |
Sharpe ratio | -0.8223 |
Sortino ratio | -0.9327 |
Shvager ratio | 1.025 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 22 (63%) |
History | 1,5 m. |
Current stats | |
Drawdown | 30% / 41% |
Drawdown duration | 1 / 1 m. |