Average year | -34% |
---|---|
Return over 3 m. | -10% |
Average month | -3.5% |
Last day | -0.3% |
Last month | 16% |
Max. Drawdown | 52% |
Worst day | 20% |
Max. leverage | 1:122 |
Stand. deviation | 2.5% |
Downside Deviation | 4.6% |
Best day | 22% |
Volatility | 13.8% |
Return / Risk | -0.7 |
Calmar ratio | -0.0662 |
Sharpe ratio | -1.6708 |
Sortino ratio | -0.9289 |
Shvager ratio | 1.159 |
Prefer horizon | 3 m. |
Longest drawdown | 2,5 m. |
Calculation period | 3 m. |
Trade days | 45 (70%) |
History | 3 m. |
Current stats | |
Drawdown | 16% / 52% |
Drawdown duration | 2.5 / 2,5 m. |