Average year | -66% |
---|---|
Return over 2 m. | -19% |
Average month | -8.7% |
Last day | 0% |
Last month | -21.7% |
Max. Drawdown | 38% |
Worst day | 13% |
Max. leverage | 1:23 |
Stand. deviation | 28.1% |
Downside Deviation | 17.6% |
Best day | 14% |
Volatility | 6.4% |
Return / Risk | -1.8 |
Calmar ratio | -0.2294 |
Sharpe ratio | -0.3382 |
Sortino ratio | -0.5407 |
Shvager ratio | 1.022 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 43 (90%) |
History | 2 m. |
Current stats | |
Drawdown | 33% / 38% |
Drawdown duration | 1.5 / 1,5 m. |