Average year | -35% |
---|---|
Return over 4 m. | -13% |
Average month | -3.5% |
Last day | 0% |
Last month | 0% |
Last 3 months | 0% |
Max. Drawdown | 13% |
Worst day | 6% |
Max. leverage | 1:9 |
Stand. deviation | 7.3% |
Downside Deviation | 7% |
Best day | 3% |
Volatility | 5.2% |
Return / Risk | -2.7 |
Calmar ratio | -0.2718 |
Sharpe ratio | -0.5914 |
Sortino ratio | -0.615 |
Shvager ratio | 0.563 |
Prefer horizon | 3 m. |
Longest drawdown | 4 m. |
Calculation period | 4 m. |
Trade days | 9 (10%) |
History | 4 m. |
Current stats | |
Drawdown | 13% / 13% |
Drawdown duration | 4 / 4 m. |