Average year | -45% |
---|---|
Return over 2 m. | -10% |
Average month | -4.9% |
Last day | 0.6% |
Last month | -14.3% |
Max. Drawdown | 28% |
Worst day | 15% |
Max. leverage | 1:17 |
Stand. deviation | 8.9% |
Downside Deviation | 8.2% |
Best day | 11% |
Volatility | 7.4% |
Return / Risk | -1.6 |
Calmar ratio | -0.1787 |
Sharpe ratio | -0.6439 |
Sortino ratio | -0.6995 |
Shvager ratio | 0.933 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 32 (71%) |
History | 2 m. |
Current stats | |
Drawdown | 25% / 28% |
Drawdown duration | 1.5 / 1,5 m. |