Average year | -64% |
---|---|
Return over 1,5 m. | -11% |
Average month | -8.1% |
Last day | 0% |
Last month | -8.9% |
Max. Drawdown | 11% |
Worst day | 4% |
Max. leverage | 1:6 |
Stand. deviation | 6.1% |
Downside Deviation | 7.5% |
Best day | 0% |
Volatility | 2.2% |
Return / Risk | -5.9 |
Calmar ratio | -0.7511 |
Sharpe ratio | -1.4583 |
Sortino ratio | -1.1836 |
Shvager ratio | 0.364 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 1,5 m. |
Trade days | 11 (37%) |
History | 1,5 m. |
Current stats | |
Drawdown | 11% / 11% |
Drawdown duration | 1.5 / 1,5 m. |