Average year | 157% |
---|---|
Return over 2,5 m. | 19% |
Average month | 8.2% |
Last day | 1.1% |
Last month | -20.4% |
Max. Drawdown | 51% |
Worst day | 34% |
Max. leverage | 1:158 |
Stand. deviation | 54.9% |
Downside Deviation | 20.8% |
Best day | 22% |
Volatility | 8.7% |
Return / Risk | 3.1 |
Calmar ratio | 0.1602 |
Sharpe ratio | 0.1346 |
Sortino ratio | 0.3547 |
Shvager ratio | 1.003 |
Prefer horizon | 3 m. |
Longest drawdown | 28 d. |
Calculation period | 2,5 m. |
Trade days | 46 (94%) |
History | 2,5 m. |
Current stats | |
Drawdown | 24% / 51% |
Drawdown duration | 28 / 28 d. |