Average year | -88% |
---|---|
Return over 2,5 m. | -34% |
Average month | -16.2% |
Last day | 0% |
Last month | -30.4% |
Max. Drawdown | 47% |
Worst day | 28% |
Max. leverage | 1:23 |
Stand. deviation | 21.7% |
Downside Deviation | 20.3% |
Best day | 7% |
Volatility | 5.6% |
Return / Risk | -1.9 |
Calmar ratio | -0.3449 |
Sharpe ratio | -0.7796 |
Sortino ratio | -0.8367 |
Shvager ratio | 0.491 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 33 (65%) |
History | 2,5 m. |
Current stats | |
Drawdown | 35% / 47% |
Drawdown duration | 2 / 2 m. |