Average year | -63% |
---|---|
Return over 15 d. | -4% |
Average month | -7.9% |
Last day | 0% |
Max. Drawdown | 6% |
Worst day | 6% |
Max. leverage | 1:19 |
Stand. deviation | — |
Downside Deviation | 5% |
Best day | 1% |
Volatility | 2.1% |
Return / Risk | -11.4 |
Calmar ratio | -1.44 |
Sharpe ratio | 0 |
Sortino ratio | -1.734 |
Shvager ratio | 0.807 |
Prefer horizon | 3 m. |
Longest drawdown | 11 d. |
Calculation period | 15 d. |
Trade days | 6 (55%) |
History | 15 d. |
Current stats | |
Drawdown | 5% / 6% |
Drawdown duration | 11 / 11 d. |
Max. leverage | 19 / 4 |
Worst day | 6 / 3% |