Average year | 42% |
---|---|
Return over 1 m. | 4% |
Average month | 3% |
Last day | 0% |
Last month | 3.7% |
Max. Drawdown | 4% |
Worst day | 3% |
Max. leverage | 1:13 |
Stand. deviation | 2.4% |
Downside Deviation | 0% |
Best day | 3% |
Volatility | 1.7% |
Return / Risk | 10.7 |
Calmar ratio | 0.7564 |
Sharpe ratio | 0.8963 |
Sortino ratio | 740.9064 |
Shvager ratio | 1.022 |
Prefer horizon | 3 m. |
Longest drawdown | 7 d. |
Calculation period | 1 m. |
Trade days | 6 (22%) |
History | 1 m. |
Current stats | |
Drawdown | 0% / 4% |
Drawdown duration | 1 / 7 d. |
Max. leverage | 13 / 100 |