Average year | 7% |
---|---|
Return over 15 d. | 0% |
Average month | 0.6% |
Last day | 0.2% |
Max. Drawdown | 6% |
Worst day | 4% |
Max. leverage | 1:102 |
Stand. deviation | — |
Downside Deviation | 0.5% |
Best day | 2% |
Volatility | 1.4% |
Return / Risk | 1.1 |
Calmar ratio | 0.0908 |
Sharpe ratio | 0 |
Sortino ratio | -0.4501 |
Shvager ratio | 0.475 |
Prefer horizon | 3 m. |
Longest drawdown | 3 d. |
Calculation period | 15 d. |
Trade days | 10 (91%) |
History | 15 d. |
Current stats | |
Drawdown | 1% / 6% |
Drawdown duration | 3 / 3 d. |
Max. leverage | 102 / 1 |
Worst day | 4 / 5% |