Average year | -80% |
---|---|
Return over 1 m. | -13% |
Average month | -12.6% |
Last day | -1.3% |
Last month | -19.6% |
Max. Drawdown | 33% |
Worst day | 16% |
Max. leverage | 1:27 |
Stand. deviation | 13.2% |
Downside Deviation | 12.5% |
Best day | 9% |
Volatility | 7.2% |
Return / Risk | -2.4 |
Calmar ratio | -0.3814 |
Sharpe ratio | -1.0129 |
Sortino ratio | -1.0713 |
Shvager ratio | 1.064 |
Prefer horizon | 3 m. |
Longest drawdown | 29 d. |
Calculation period | 1 m. |
Trade days | 21 (95%) |
History | 1 m. |
Current stats | |
Drawdown | 25% / 33% |
Drawdown duration | 29 / 29 d. |