Average year | 407% |
---|---|
Return over 1,5 m. | 26% |
Average month | 14.5% |
Last day | -23.2% |
Last month | -18.5% |
Max. Drawdown | 42% |
Worst day | 23% |
Max. leverage | 1:96 |
Stand. deviation | 56% |
Downside Deviation | 12.4% |
Best day | 38% |
Volatility | 18.8% |
Return / Risk | 9.8 |
Calmar ratio | 0.3488 |
Sharpe ratio | 0.2441 |
Sortino ratio | 1.1042 |
Shvager ratio | 1.474 |
Prefer horizon | 3 m. |
Longest drawdown | 26 d. |
Calculation period | 1,5 m. |
Trade days | 29 (78%) |
History | 1,5 m. |
Current stats | |
Drawdown | 41% / 42% |
Drawdown duration | 3 / 26 d. |