Average year | -33% |
---|---|
Return over 3 m. | -9% |
Average month | -3.3% |
Last day | 0% |
Last month | -24.7% |
Max. Drawdown | 30% |
Worst day | 18% |
Max. leverage | 1:36 |
Stand. deviation | 26.5% |
Downside Deviation | 15.1% |
Best day | 5% |
Volatility | 4.6% |
Return / Risk | -1.1 |
Calmar ratio | -0.1084 |
Sharpe ratio | -0.1537 |
Sortino ratio | -0.2691 |
Shvager ratio | 0.695 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 3 m. |
Trade days | 43 (67%) |
History | 3 m. |
Current stats | |
Drawdown | 30% / 30% |
Drawdown duration | 15 d. / 1,5 m. |