Average year | -32% |
---|---|
Return over 1,5 m. | -5% |
Average month | -3.1% |
Last day | -0.9% |
Last month | -1.5% |
Max. Drawdown | 13% |
Worst day | 6% |
Max. leverage | 1:8 |
Stand. deviation | 8.1% |
Downside Deviation | 6.8% |
Best day | 3% |
Volatility | 2.3% |
Return / Risk | -2.5 |
Calmar ratio | -0.2464 |
Sharpe ratio | -0.483 |
Sortino ratio | -0.5735 |
Shvager ratio | 1.017 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 1,5 m. |
Trade days | 31 (97%) |
History | 1,5 m. |
Current stats | |
Drawdown | 5% / 13% |
Drawdown duration | 1.5 / 1,5 m. |