Average year | -53% |
---|---|
Return over 2,5 m. | -16% |
Average month | -6% |
Last day | 0% |
Last month | -42.1% |
Max. Drawdown | 53% |
Worst day | 25% |
Max. leverage | 1:74 |
Stand. deviation | 45.1% |
Downside Deviation | 20.6% |
Best day | 40% |
Volatility | 30.5% |
Return / Risk | -1 |
Calmar ratio | -0.1129 |
Sharpe ratio | -0.1515 |
Sortino ratio | -0.3313 |
Shvager ratio | 1.277 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2,5 m. |
Trade days | 14 (23%) |
History | 2,5 m. |
Current stats | |
Drawdown | 49% / 53% |
Drawdown duration | 9 d. / 1 m. |