Average year | -41% |
---|---|
Return over 5 m. | -19% |
Average month | -4.3% |
Last day | 0% |
Last month | 0% |
Last 3 months | 0% |
Max. Drawdown | 21% |
Worst day | 8% |
Max. leverage | 1:34 |
Stand. deviation | 11% |
Downside Deviation | 9.6% |
Best day | 2% |
Volatility | 3% |
Return / Risk | -2 |
Calmar ratio | -0.2079 |
Sharpe ratio | -0.4676 |
Sortino ratio | -0.5363 |
Shvager ratio | 0.784 |
Prefer horizon | 6 m. |
Longest drawdown | 4 m. |
Calculation period | 5 m. |
Trade days | 22 (21%) |
History | 5 m. |
Current stats | |
Drawdown | 20% / 21% |
Drawdown duration | 4 / 4 m. |