Average year | -71% |
---|---|
Return over 2,5 m. | -22% |
Average month | -9.7% |
Last day | -23.3% |
Last month | -22.2% |
Max. Drawdown | 33% |
Worst day | 23% |
Max. leverage | 1:36 |
Stand. deviation | 6.8% |
Downside Deviation | 9.9% |
Best day | 10% |
Volatility | 27.8% |
Return / Risk | -2.2 |
Calmar ratio | -0.2959 |
Sharpe ratio | -1.5514 |
Sortino ratio | -1.0661 |
Shvager ratio | 0.46 |
Prefer horizon | 3 m. |
Longest drawdown | 2 d. |
Calculation period | 2,5 m. |
Trade days | 3 (6%) |
History | 2,5 m. |
Current stats | |
Drawdown | 33% / 33% |
Drawdown duration | 2 / 2 d. |