Average year | -75% |
---|---|
Return over 22 d. | -8% |
Average month | -10.9% |
Last day | 0% |
Max. Drawdown | 8% |
Worst day | 5% |
Max. leverage | 1:8 |
Stand. deviation | — |
Downside Deviation | 8.5% |
Best day | 1% |
Volatility | 2.2% |
Return / Risk | -8.9 |
Calmar ratio | -1.3001 |
Sharpe ratio | 0 |
Sortino ratio | -1.3742 |
Shvager ratio | 0.2 |
Prefer horizon | 3 m. |
Longest drawdown | 8 d. |
Calculation period | 22 d. |
Trade days | 9 (56%) |
History | 22 d. |
Current stats | |
Drawdown | 8% / 8% |
Drawdown duration | 8 / 8 d. |
Max. leverage | 8 / 50 |
Worst day | 5 / 20% |