| Average year | -19% |
|---|---|
| Return over 11 m. | -18% |
| Average month | -1.7% |
| Last day | -16.2% |
| Last month | -28.2% |
| Last 3 months | -22.3% |
| Last 6 months | -37.8% |
| Max. Drawdown | 41% |
| Worst day | 21% |
| Max. leverage | 1:42 |
| Stand. deviation | 18.8% |
| Downside Deviation | 11% |
| Best day | 22% |
| Volatility | 8.2% |
| Return / Risk | -0.5 |
| Calmar ratio | -0.042 |
| Sharpe ratio | -0.1342 |
| Sortino ratio | -0.2293 |
| Shvager ratio | 0.997 |
| Prefer horizon | 6 m. |
| Longest drawdown | 5,5 m. |
| Calculation period | 11 m. |
| Trade days | 129 (53%) |
| History | 11 m. |
| Current stats | |
| Drawdown | 37% / 41% |
| Drawdown duration | 5.5 / 5,5 m. |
