Average year | 15% |
---|---|
Return over 11 d. | 0% |
Average month | 1.2% |
Last day | 0% |
Max. Drawdown | 7% |
Worst day | 5% |
Max. leverage | 1:28 |
Stand. deviation | — |
Downside Deviation | 0.4% |
Best day | 1% |
Volatility | 2.2% |
Return / Risk | 2.2 |
Calmar ratio | 0.1742 |
Sharpe ratio | 0 |
Sortino ratio | 0.9998 |
Shvager ratio | 1.139 |
Prefer horizon | 3 m. |
Longest drawdown | 1 d. |
Calculation period | 11 d. |
Trade days | 4 (57%) |
History | 11 d. |
Current stats | |
Drawdown | 7% / 7% |
Drawdown duration | 1 / 1 d. |
Max. leverage | 28 / 1,500 |
Worst day | 5 / 50% |