Average year | -21% |
---|---|
Return over 1,5 m. | -3% |
Average month | -2% |
Last day | -16.7% |
Last month | 2.8% |
Max. Drawdown | 34% |
Worst day | 30% |
Max. leverage | 1:81 |
Stand. deviation | 29.9% |
Downside Deviation | 11.6% |
Best day | 14% |
Volatility | 7.4% |
Return / Risk | -0.6 |
Calmar ratio | -0.0578 |
Sharpe ratio | -0.0931 |
Sortino ratio | -0.2408 |
Shvager ratio | 0.772 |
Prefer horizon | 3 m. |
Longest drawdown | 8 d. |
Calculation period | 1,5 m. |
Trade days | 31 (100%) |
History | 1,5 m. |
Current stats | |
Drawdown | 23% / 34% |
Drawdown duration | 8 / 8 d. |