| Average year | -32% |
|---|---|
| Return over 4 m. | -13% |
| Average month | -3.2% |
| Last day | -7.1% |
| Last month | -31.9% |
| Last 3 months | -23.5% |
| Max. Drawdown | 35% |
| Worst day | 21% |
| Max. leverage | 1:120 |
| Stand. deviation | 9.6% |
| Downside Deviation | 6.7% |
| Best day | 18% |
| Volatility | 3.9% |
| Return / Risk | -0.9 |
| Calmar ratio | -0.0911 |
| Sharpe ratio | -0.4165 |
| Sortino ratio | -0.6019 |
| Shvager ratio | 0.834 |
| Prefer horizon | 3 m. |
| Longest drawdown | 1 m. |
| Calculation period | 4 m. |
| Trade days | 71 (78%) |
| History | 4 m. |
| Current stats | |
| Drawdown | 35% / 35% |
| Drawdown duration | 19 d. / 1 m. |
| Max. leverage | 120 / 1,000 |
