Average year | -73% |
---|---|
Return over 5 d. | -1% |
Average month | -10.4% |
Last day | -3.9% |
Max. Drawdown | 4% |
Worst day | 4% |
Max. leverage | 1:17 |
Stand. deviation | — |
Downside Deviation | 2.3% |
Best day | 2% |
Volatility | 4.3% |
Return / Risk | -17.6 |
Calmar ratio | -2.4895 |
Sharpe ratio | 0 |
Sortino ratio | -4.8982 |
Shvager ratio | 0.526 |
Prefer horizon | 3 m. |
Longest drawdown | — |
Calculation period | 5 d. |
Trade days | 3 (100%) |
History | 5 d. |
Current stats | |
Drawdown | 0% / 4% |
Drawdown duration | — / — |
Max. leverage | 17 / 26 |
Worst day | 4 / 10% |