Average year | -81% |
---|---|
Return over 2 m. | -23% |
Average month | -13.1% |
Last day | -1.6% |
Last month | -25.1% |
Max. Drawdown | 35% |
Worst day | 23% |
Max. leverage | 1:36 |
Stand. deviation | 25.8% |
Downside Deviation | 18.6% |
Best day | 12% |
Volatility | 5.8% |
Return / Risk | -2.3 |
Calmar ratio | -0.3777 |
Sharpe ratio | -0.5386 |
Sortino ratio | -0.748 |
Shvager ratio | 0.565 |
Prefer horizon | 3 m. |
Longest drawdown | 13 d. |
Calculation period | 2 m. |
Trade days | 27 (64%) |
History | 2 m. |
Current stats | |
Drawdown | 29% / 35% |
Drawdown duration | 13 / 13 d. |