| Average year | 23% |
|---|---|
| Return over 5 m. | 9% |
| Average month | 1.8% |
| Last day | -1.3% |
| Last month | 0.4% |
| Last 3 months | -4% |
| Max. Drawdown | 13% |
| Worst day | 6% |
| Max. leverage | 1:22 |
| Stand. deviation | 5.7% |
| Downside Deviation | 3.2% |
| Best day | 4% |
| Volatility | 2.1% |
| Return / Risk | 1.8 |
| Calmar ratio | 0.1361 |
| Sharpe ratio | 0.1723 |
| Sortino ratio | 0.3064 |
| Shvager ratio | 1.036 |
| Prefer horizon | 3 m. |
| Longest drawdown | 3,5 m. |
| Calculation period | 5 m. |
| Trade days | 89 (81%) |
| History | 5 m. |
| Current stats | |
| Drawdown | 8% / 13% |
| Drawdown duration | 3.5 / 3,5 m. |
| Max. leverage | 22 / 100 |
| Worst day | 6 / 35% |
