Average year | -79% |
---|---|
Return over 1,5 m. | -20% |
Average month | -12.2% |
Last day | 0% |
Last month | -3% |
Max. Drawdown | 21% |
Worst day | 19% |
Max. leverage | 1:55 |
Stand. deviation | 14% |
Downside Deviation | 14.2% |
Best day | 1% |
Volatility | 5.6% |
Return / Risk | -3.7 |
Calmar ratio | -0.5698 |
Sharpe ratio | -0.9271 |
Sortino ratio | -0.9111 |
Shvager ratio | 0.113 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 1,5 m. |
Trade days | 8 (21%) |
History | 1,5 m. |
Current stats | |
Drawdown | 21% / 21% |
Drawdown duration | 1.5 / 1,5 m. |