Average year | -6% |
---|---|
Return over 1,5 m. | -1% |
Average month | -0.5% |
Last day | -0.1% |
Last month | -1.8% |
Max. Drawdown | 49% |
Worst day | 14% |
Max. leverage | 1:100 |
Stand. deviation | 68.2% |
Downside Deviation | 28.4% |
Best day | 28% |
Volatility | 8.7% |
Return / Risk | -0.1 |
Calmar ratio | -0.0104 |
Sharpe ratio | -0.0191 |
Sortino ratio | -0.0459 |
Shvager ratio | 1.23 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 25 (81%) |
History | 1,5 m. |
Current stats | |
Drawdown | 12% / 49% |
Drawdown duration | 1 / 1 m. |