Average year | -27% |
---|---|
Return over 2,5 m. | -6% |
Average month | -2.5% |
Last day | -4.9% |
Last month | -9.7% |
Max. Drawdown | 17% |
Worst day | 6% |
Max. leverage | 1:17 |
Stand. deviation | 5.4% |
Downside Deviation | 5.8% |
Best day | 8% |
Volatility | 3.4% |
Return / Risk | -1.6 |
Calmar ratio | -0.1519 |
Sharpe ratio | -0.6213 |
Sortino ratio | -0.5723 |
Shvager ratio | 0.898 |
Prefer horizon | 3 m. |
Longest drawdown | 23 d. |
Calculation period | 2,5 m. |
Trade days | 43 (84%) |
History | 2,5 m. |
Current stats | |
Drawdown | 17% / 17% |
Drawdown duration | 23 / 23 d. |