Average year | -93% |
---|---|
Return over 2,5 m. | -41% |
Average month | -19.9% |
Last day | 0% |
Last month | -41.2% |
Max. Drawdown | 46% |
Worst day | 36% |
Max. leverage | 1:30 |
Stand. deviation | 13.5% |
Downside Deviation | 17.2% |
Best day | 4% |
Volatility | 11% |
Return / Risk | -2 |
Calmar ratio | -0.4297 |
Sharpe ratio | -1.5323 |
Sortino ratio | -1.1976 |
Shvager ratio | 0.372 |
Prefer horizon | 3 m. |
Longest drawdown | 13 d. |
Calculation period | 2,5 m. |
Trade days | 12 (23%) |
History | 2,5 m. |
Current stats | |
Drawdown | 43% / 46% |
Drawdown duration | 13 / 13 d. |