Average year | -96% |
---|---|
Return over 1,5 m. | -32% |
Average month | -23% |
Last day | 0% |
Last month | -32.5% |
Max. Drawdown | 36% |
Worst day | 21% |
Max. leverage | 1:36 |
Stand. deviation | 32.4% |
Downside Deviation | 25.4% |
Best day | 6% |
Volatility | 5.4% |
Return / Risk | -2.6 |
Calmar ratio | -0.6358 |
Sharpe ratio | -0.7357 |
Sortino ratio | -0.9368 |
Shvager ratio | 0.22 |
Prefer horizon | 3 m. |
Longest drawdown | 18 d. |
Calculation period | 1,5 m. |
Trade days | 19 (56%) |
History | 1,5 m. |
Current stats | |
Drawdown | 36% / 36% |
Drawdown duration | 18 / 18 d. |