Average year | -87% |
---|---|
Return over 1,5 m. | -22% |
Average month | -15.5% |
Last day | 0% |
Last month | -23.6% |
Max. Drawdown | 27% |
Worst day | 14% |
Max. leverage | 1:119 |
Stand. deviation | 22.7% |
Downside Deviation | 18.8% |
Best day | 2% |
Volatility | 7.5% |
Return / Risk | -3.3 |
Calmar ratio | -0.5817 |
Sharpe ratio | -0.7176 |
Sortino ratio | -0.8679 |
Shvager ratio | 0.343 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 9 (27%) |
History | 1,5 m. |
Current stats | |
Drawdown | 26% / 27% |
Drawdown duration | 1 / 1 m. |