| Average year | -9% |
|---|---|
| Return over 2 y. | -17% |
| Average month | -0.8% |
| Last day | 0% |
| Last month | 0% |
| Last 3 months | 0% |
| Last 6 months | 16.6% |
| Last year | 46% |
| Max. Drawdown | 59% |
| Worst day | 32% |
| Max. leverage | 1:122 |
| Stand. deviation | 13.6% |
| Downside Deviation | 8.9% |
| Best day | 11% |
| Volatility | 4.4% |
| Return / Risk | -0.2 |
| Calmar ratio | -0.0132 |
| Sharpe ratio | -0.1163 |
| Sortino ratio | -0.1782 |
| Shvager ratio | 1.03 |
| Prefer horizon | 24 m. |
| Longest drawdown | 1,8 y. |
| Calculation period | 2 y. |
| Trade days | 389 (76%) |
| History | 2 y. |
| Current stats | |
| Drawdown | 27% / 59% |
| Drawdown duration | 1.8 / 1,8 y. |
