| Average year | -4% |
|---|---|
| Return over 5 y. | -17% |
| Average month | -0.3% |
| Last day | 0% |
| Last month | 0% |
| Last 3 months | 0% |
| Last 6 months | -0.6% |
| Last year | -1.1% |
| Max. Drawdown | 44% |
| Worst day | 29% |
| Max. leverage | 1:523 |
| Stand. deviation | 3.4% |
| Downside Deviation | 2.6% |
| Best day | 12% |
| Volatility | 1.9% |
| Return / Risk | -0.1 |
| Calmar ratio | -0.0069 |
| Sharpe ratio | -0.3248 |
| Sortino ratio | -0.4251 |
| Shvager ratio | 0.758 |
| Prefer horizon | 24 m. |
| Longest drawdown | 4,7 y. |
| Calculation period | 5 y. |
| Trade days | 78 (6%) |
| History | 5 y. |
| Current stats | |
| Drawdown | 31% / 44% |
| Drawdown duration | 4.7 / 4,7 y. |
