Average year | -56% |
---|---|
Return over 1,5 m. | -11% |
Average month | -6.6% |
Last day | -1.1% |
Last month | -9.6% |
Max. Drawdown | 24% |
Worst day | 17% |
Max. leverage | 1:114 |
Stand. deviation | 9.1% |
Downside Deviation | 8.2% |
Best day | 9% |
Volatility | 4% |
Return / Risk | -2.3 |
Calmar ratio | -0.2764 |
Sharpe ratio | -0.8097 |
Sortino ratio | -0.8981 |
Shvager ratio | 0.826 |
Prefer horizon | 3 m. |
Longest drawdown | 16 d. |
Calculation period | 1,5 m. |
Trade days | 34 (94%) |
History | 1,5 m. |
Current stats | |
Drawdown | 17% / 24% |
Drawdown duration | 8 / 16 d. |