Average year | 83% |
---|---|
Return over 5,5 m. | 31% |
Average month | 5.2% |
Last day | 0% |
Last month | 0% |
Last 3 months | 0% |
Max. Drawdown | 16% |
Worst day | 12% |
Max. leverage | 1:116 |
Stand. deviation | 12.3% |
Downside Deviation | 0.7% |
Best day | 26% |
Volatility | 24.8% |
Return / Risk | 5.3 |
Calmar ratio | 0.3315 |
Sharpe ratio | 0.3558 |
Sortino ratio | 6.0873 |
Shvager ratio | 1.589 |
Prefer horizon | 3 m. |
Longest drawdown | — |
Calculation period | 5,5 m. |
Trade days | 3 (3%) |
History | 5,5 m. |
Current stats | |
Drawdown | 0% / 16% |
Drawdown duration | — / — |