| Average year | -10% |
|---|---|
| Return over 5,5 m. | -5% |
| Average month | -0.9% |
| Last day | -1.1% |
| Last month | -3.8% |
| Last 3 months | 2.9% |
| Max. Drawdown | 17% |
| Worst day | 12% |
| Max. leverage | 1:82 |
| Stand. deviation | 6.3% |
| Downside Deviation | 4.9% |
| Best day | 3% |
| Volatility | 1.7% |
| Return / Risk | -0.6 |
| Calmar ratio | -0.0508 |
| Sharpe ratio | -0.2667 |
| Sortino ratio | -0.344 |
| Shvager ratio | 0.749 |
| Prefer horizon | 6 m. |
| Longest drawdown | 5,5 m. |
| Calculation period | 5,5 m. |
| Trade days | 108 (89%) |
| History | 5,5 m. |
| Current stats | |
| Drawdown | 9% / 17% |
| Drawdown duration | 5.5 / 5,5 m. |
| Max. leverage | 82 / 1,000 |
