Average year | 2% |
---|---|
Return over 3 m. | 0% |
Average month | 0.2% |
Last day | 0% |
Last month | -3.3% |
Max. Drawdown | 4% |
Worst day | 1% |
Max. leverage | 1:6 |
Stand. deviation | 3.1% |
Downside Deviation | 2.3% |
Best day | 2% |
Volatility | 0.8% |
Return / Risk | 0.5 |
Calmar ratio | 0.0445 |
Sharpe ratio | -0.202 |
Sortino ratio | -0.2716 |
Shvager ratio | 1.149 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 3 m. |
Trade days | 34 (52%) |
History | 3 m. |
Current stats | |
Drawdown | 4% / 4% |
Drawdown duration | 1 / 1 m. |
Max. leverage | 6 / 30 |