| Average year | 56% |
|---|---|
| Return over 4 m. | 15% |
| Average month | 3.8% |
| Last day | 1.9% |
| Last month | 3.9% |
| Last 3 months | 13.8% |
| Max. Drawdown | 24% |
| Worst day | 10% |
| Max. leverage | 1:38 |
| Stand. deviation | 3.8% |
| Downside Deviation | 0.8% |
| Best day | 15% |
| Volatility | 2.9% |
| Return / Risk | 2.3 |
| Calmar ratio | 0.1569 |
| Sharpe ratio | 0.7809 |
| Sortino ratio | 3.7818 |
| Shvager ratio | 0.759 |
| Prefer horizon | 3 m. |
| Longest drawdown | 21 d. |
| Calculation period | 4 m. |
| Trade days | 64 (78%) |
| History | 4 m. |
| Current stats | |
| Drawdown | 2% / 24% |
| Drawdown duration | 6 / 21 d. |
| Max. leverage | 38 / 50 |
| Worst day | 10 / 30% |
