Average year | 272% |
---|---|
Return over 1,5 m. | 19% |
Average month | 11.6% |
Last day | -0.3% |
Last month | 25.4% |
Max. Drawdown | 36% |
Worst day | 14% |
Max. leverage | 1:43 |
Stand. deviation | 46.7% |
Downside Deviation | 17.5% |
Best day | 34% |
Volatility | 10.9% |
Return / Risk | 7.5 |
Calmar ratio | 0.3207 |
Sharpe ratio | 0.2308 |
Sortino ratio | 0.6172 |
Shvager ratio | 1.444 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 31 (91%) |
History | 1,5 m. |
Current stats | |
Drawdown | 1% / 36% |
Drawdown duration | 1 d. / 1 m. |