Average year | 373% |
---|---|
Return over 1,5 m. | 25% |
Average month | 13.8% |
Last day | 8.4% |
Last month | 40.8% |
Max. Drawdown | 36% |
Worst day | 31% |
Max. leverage | 1:116 |
Stand. deviation | 48.2% |
Downside Deviation | 14.4% |
Best day | 15% |
Volatility | 9.5% |
Return / Risk | 10.3 |
Calmar ratio | 0.3818 |
Sharpe ratio | 0.2703 |
Sortino ratio | 0.9061 |
Shvager ratio | 1.513 |
Prefer horizon | 3 m. |
Longest drawdown | 20 d. |
Calculation period | 1,5 m. |
Trade days | 37 (100%) |
History | 1,5 m. |
Current stats | |
Drawdown | 0% / 36% |
Drawdown duration | — / 20 d. |