Average year | -62% |
---|---|
Return over 1,5 m. | -11% |
Average month | -7.8% |
Last day | 0% |
Last month | -3.9% |
Max. Drawdown | 11% |
Worst day | 5% |
Max. leverage | 1:30 |
Stand. deviation | 10.1% |
Downside Deviation | 9.8% |
Best day | 2% |
Volatility | 4.9% |
Return / Risk | -5.7 |
Calmar ratio | -0.712 |
Sharpe ratio | -0.8444 |
Sortino ratio | -0.8736 |
Shvager ratio | 0.448 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 1,5 m. |
Trade days | 6 (19%) |
History | 1,5 m. |
Current stats | |
Drawdown | 11% / 11% |
Drawdown duration | 1.5 / 1,5 m. |