Average year | -25% |
---|---|
Return over 5 m. | -12% |
Average month | -2.4% |
Last day | 0% |
Last month | 0% |
Last 3 months | 0% |
Max. Drawdown | 25% |
Worst day | 10% |
Max. leverage | 1:52 |
Stand. deviation | 5.7% |
Downside Deviation | 5.6% |
Best day | 6% |
Volatility | 8.6% |
Return / Risk | -1 |
Calmar ratio | -0.0978 |
Sharpe ratio | -0.561 |
Sortino ratio | -0.571 |
Shvager ratio | 0.692 |
Prefer horizon | 6 m. |
Longest drawdown | 5 m. |
Calculation period | 5 m. |
Trade days | 7 (6%) |
History | 5 m. |
Current stats | |
Drawdown | 19% / 25% |
Drawdown duration | 5 / 5 m. |