Average year | -8% |
---|---|
Return over 1,5 m. | -1% |
Average month | -0.7% |
Last day | -2.2% |
Last month | -13.6% |
Max. Drawdown | 17% |
Worst day | 3% |
Max. leverage | 1:46 |
Stand. deviation | 14.7% |
Downside Deviation | 7.1% |
Best day | 3% |
Volatility | 2% |
Return / Risk | -0.5 |
Calmar ratio | -0.0421 |
Sharpe ratio | -0.1043 |
Sortino ratio | -0.2164 |
Shvager ratio | 0.757 |
Prefer horizon | 3 m. |
Longest drawdown | 28 d. |
Calculation period | 1,5 m. |
Trade days | 36 (100%) |
History | 1,5 m. |
Current stats | |
Drawdown | 17% / 17% |
Drawdown duration | 28 / 28 d. |