Average year | -76% |
---|---|
Return over 1,5 m. | -19% |
Average month | -11.2% |
Last day | 0% |
Last month | -37.4% |
Max. Drawdown | 47% |
Worst day | 15% |
Max. leverage | 1:110 |
Stand. deviation | 10.5% |
Downside Deviation | 12% |
Best day | 11% |
Volatility | 5.9% |
Return / Risk | -1.6 |
Calmar ratio | -0.2381 |
Sharpe ratio | -1.1452 |
Sortino ratio | -1.0035 |
Shvager ratio | 0.509 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 26 (70%) |
History | 1,5 m. |
Current stats | |
Drawdown | 41% / 47% |
Drawdown duration | 1 / 1 m. |