Average year | -14% |
---|---|
Return over 3 m. | -4% |
Average month | -1.3% |
Last day | 1.8% |
Last month | -39.7% |
Max. Drawdown | 47% |
Worst day | 27% |
Max. leverage | 1:224 |
Stand. deviation | 57.4% |
Downside Deviation | 24.1% |
Best day | 29% |
Volatility | 13.6% |
Return / Risk | -0.3 |
Calmar ratio | -0.0266 |
Sharpe ratio | -0.0358 |
Sortino ratio | -0.0855 |
Shvager ratio | 0.941 |
Prefer horizon | 3 m. |
Longest drawdown | 19 d. |
Calculation period | 3 m. |
Trade days | 45 (70%) |
History | 3 m. |
Current stats | |
Drawdown | 42% / 47% |
Drawdown duration | 19 / 19 d. |