Average year | 27% |
---|---|
Return over 2 m. | 5% |
Average month | 2% |
Last day | 0% |
Last month | 0.5% |
Max. Drawdown | 3% |
Worst day | 3% |
Max. leverage | 1:14 |
Stand. deviation | 2.4% |
Downside Deviation | 0.3% |
Best day | 4% |
Volatility | 0.8% |
Return / Risk | 8.9 |
Calmar ratio | 0.6622 |
Sharpe ratio | 0.509 |
Sortino ratio | 3.82 |
Shvager ratio | 1.205 |
Prefer horizon | 3 m. |
Longest drawdown | 25 d. |
Calculation period | 2 m. |
Trade days | 18 (38%) |
History | 2 m. |
Current stats | |
Drawdown | 2% / 3% |
Drawdown duration | 25 / 25 d. |
Max. leverage | 14 / 100 |