Average year | -24% |
---|---|
Return over 2,5 m. | -5% |
Average month | -2.3% |
Last day | 0% |
Last month | -9.7% |
Max. Drawdown | 43% |
Worst day | 31% |
Max. leverage | 1:82 |
Stand. deviation | 8.5% |
Downside Deviation | 6.3% |
Best day | 56% |
Volatility | 12.1% |
Return / Risk | -0.6 |
Calmar ratio | -0.0529 |
Sharpe ratio | -0.3597 |
Sortino ratio | -0.4896 |
Shvager ratio | 1.007 |
Prefer horizon | 3 m. |
Longest drawdown | 22 d. |
Calculation period | 2,5 m. |
Trade days | 43 (80%) |
History | 2,5 m. |
Current stats | |
Drawdown | 31% / 43% |
Drawdown duration | 18 / 22 d. |