Average year | -29% |
---|---|
Return over 1,5 m. | -5% |
Average month | -2.8% |
Last day | -2.3% |
Last month | -5.1% |
Max. Drawdown | 12% |
Worst day | 6% |
Max. leverage | 1:49 |
Stand. deviation | 7.5% |
Downside Deviation | 5.6% |
Best day | 3% |
Volatility | 2.7% |
Return / Risk | -2.4 |
Calmar ratio | -0.2291 |
Sharpe ratio | -0.481 |
Sortino ratio | -0.6411 |
Shvager ratio | 0.902 |
Prefer horizon | 3 m. |
Longest drawdown | 21 d. |
Calculation period | 1,5 m. |
Trade days | 37 (100%) |
History | 1,5 m. |
Current stats | |
Drawdown | 11% / 12% |
Drawdown duration | 21 / 21 d. |