Average year | 12% |
---|---|
Return over 3 m. | 3% |
Average month | 0.9% |
Last day | 0% |
Last month | 1.1% |
Last 3 months | 3.2% |
Max. Drawdown | 2% |
Worst day | 1% |
Max. leverage | 1:9 |
Stand. deviation | 0.6% |
Downside Deviation | 0.3% |
Best day | 1% |
Volatility | 0.7% |
Return / Risk | 6.6 |
Calmar ratio | 0.5254 |
Sharpe ratio | 0.2237 |
Sortino ratio | 0.4894 |
Shvager ratio | 0.876 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 3 m. |
Trade days | 32 (46%) |
History | 3 m. |
Current stats | |
Drawdown | 0% / 2% |
Drawdown duration | 1 d. / 1 m. |