Average year | -68% |
---|---|
Return over 1,5 m. | -12% |
Average month | -9% |
Last day | 6.5% |
Last month | -12.6% |
Max. Drawdown | 66% |
Worst day | 35% |
Max. leverage | 1:38 |
Stand. deviation | 31.9% |
Downside Deviation | 20.9% |
Best day | 18% |
Volatility | 10.7% |
Return / Risk | -1 |
Calmar ratio | -0.1363 |
Sharpe ratio | -0.3083 |
Sortino ratio | -0.4697 |
Shvager ratio | 0.942 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 29 (100%) |
History | 1,5 m. |
Current stats | |
Drawdown | 15% / 66% |
Drawdown duration | 1 / 1 m. |