Average year | -54% |
---|---|
Return over 1,5 m. | -9% |
Average month | -6.3% |
Last day | 1.5% |
Last month | -8.6% |
Max. Drawdown | 21% |
Worst day | 11% |
Max. leverage | 1:56 |
Stand. deviation | 7.1% |
Downside Deviation | 6.7% |
Best day | 7% |
Volatility | 3.8% |
Return / Risk | -2.6 |
Calmar ratio | -0.3045 |
Sharpe ratio | -1.0007 |
Sortino ratio | -1.0616 |
Shvager ratio | 0.841 |
Prefer horizon | 3 m. |
Longest drawdown | 14 d. |
Calculation period | 1,5 m. |
Trade days | 29 (91%) |
History | 1,5 m. |
Current stats | |
Drawdown | 11% / 21% |
Drawdown duration | 14 / 14 d. |