Average year | -84% |
---|---|
Return over 1,5 m. | -20% |
Average month | -14% |
Last day | -9.2% |
Last month | -15% |
Max. Drawdown | 26% |
Worst day | 12% |
Max. leverage | 1:34 |
Stand. deviation | 15.7% |
Downside Deviation | 15.1% |
Best day | 11% |
Volatility | 7.2% |
Return / Risk | -3.2 |
Calmar ratio | -0.5418 |
Sharpe ratio | -0.9441 |
Sortino ratio | -0.9804 |
Shvager ratio | 0.941 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 24 (73%) |
History | 1,5 m. |
Current stats | |
Drawdown | 22% / 26% |
Drawdown duration | 1 / 1 m. |