Average year | -76% |
---|---|
Return over 2 m. | -21% |
Average month | -11.3% |
Last day | 0% |
Last month | 1.7% |
Max. Drawdown | 35% |
Worst day | 19% |
Max. leverage | 1:127 |
Stand. deviation | 21.1% |
Downside Deviation | 16.4% |
Best day | 16% |
Volatility | 7.5% |
Return / Risk | -2.2 |
Calmar ratio | -0.3187 |
Sharpe ratio | -0.5718 |
Sortino ratio | -0.7333 |
Shvager ratio | 0.717 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 22 (52%) |
History | 2 m. |
Current stats | |
Drawdown | 30% / 35% |
Drawdown duration | 1.5 / 1,5 m. |