Average year | -88% |
---|---|
Return over 2 m. | -27% |
Average month | -16.1% |
Last day | 0% |
Last month | 15.4% |
Max. Drawdown | 48% |
Worst day | 23% |
Max. leverage | 1:59 |
Stand. deviation | 41.3% |
Downside Deviation | 25% |
Best day | 16% |
Volatility | 11.7% |
Return / Risk | -1.8 |
Calmar ratio | -0.3328 |
Sharpe ratio | -0.4093 |
Sortino ratio | -0.6746 |
Shvager ratio | 1.064 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 35 (90%) |
History | 2 m. |
Current stats | |
Drawdown | 39% / 48% |
Drawdown duration | 6 d. / 1,5 m. |