Average year | 176% |
---|---|
Return over 2,5 m. | 24% |
Average month | 8.8% |
Last day | 0.2% |
Last month | 29.7% |
Max. Drawdown | 83% |
Worst day | 79% |
Max. leverage | 1:775 |
Stand. deviation | 38.9% |
Downside Deviation | 16.9% |
Best day | 25% |
Volatility | 6.9% |
Return / Risk | 2.1 |
Calmar ratio | 0.106 |
Sharpe ratio | 0.2066 |
Sortino ratio | 0.4749 |
Shvager ratio | 0.701 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2,5 m. |
Trade days | 48 (89%) |
History | 2,5 m. |
Current stats | |
Drawdown | 4% / 83% |
Drawdown duration | 1.5 / 1,5 m. |