Average year | -31% |
---|---|
Return over 2,5 m. | -7% |
Average month | -3% |
Last day | 0% |
Last month | 0.7% |
Max. Drawdown | 38% |
Worst day | 20% |
Max. leverage | 1:66 |
Stand. deviation | 31.7% |
Downside Deviation | 15.7% |
Best day | 18% |
Volatility | 7.3% |
Return / Risk | -0.8 |
Calmar ratio | -0.0793 |
Sharpe ratio | -0.1202 |
Sortino ratio | -0.2431 |
Shvager ratio | 0.789 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2,5 m. |
Trade days | 26 (53%) |
History | 2,5 m. |
Current stats | |
Drawdown | 9% / 38% |
Drawdown duration | 1.5 / 1,5 m. |