Average year | 5% |
---|---|
Return over 4 d. | 0% |
Average month | 0.4% |
Last day | -2.4% |
Max. Drawdown | 10% |
Worst day | 8% |
Max. leverage | 1:10 |
Stand. deviation | — |
Downside Deviation | 0.7% |
Best day | 4% |
Volatility | 3.5% |
Return / Risk | 0.5 |
Calmar ratio | 0.0404 |
Sharpe ratio | 0 |
Sortino ratio | -0.542 |
Shvager ratio | 0.671 |
Prefer horizon | 3 m. |
Longest drawdown | 1 d. |
Calculation period | 4 d. |
Trade days | 4 (100%) |
History | 5 d. |
Current stats | |
Drawdown | 4% / 10% |
Drawdown duration | 1 / 1 d. |
Max. leverage | 10 / 231 |
Worst day | 8 / 10% |