Average year | 444% |
---|---|
Return over 2,5 m. | 40% |
Average month | 15.2% |
Last day | 0% |
Last month | -5.3% |
Max. Drawdown | 17% |
Worst day | 12% |
Max. leverage | 1:91 |
Stand. deviation | 30.8% |
Downside Deviation | 2.6% |
Best day | 33% |
Volatility | 8.4% |
Return / Risk | 26.4 |
Calmar ratio | 0.9002 |
Sharpe ratio | 0.4655 |
Sortino ratio | 5.5213 |
Shvager ratio | 1.672 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2,5 m. |
Trade days | 41 (79%) |
History | 2,5 m. |
Current stats | |
Drawdown | 12% / 17% |
Drawdown duration | 1.5 / 1,5 m. |