Average year | -65% |
---|---|
Return over 1,5 m. | -12% |
Average month | -8.3% |
Last day | 0% |
Last month | -17.5% |
Max. Drawdown | 21% |
Worst day | 21% |
Max. leverage | 1:88 |
Stand. deviation | 11.1% |
Downside Deviation | 10.6% |
Best day | 3% |
Volatility | 5.4% |
Return / Risk | -3.1 |
Calmar ratio | -0.3996 |
Sharpe ratio | -0.819 |
Sortino ratio | -0.8625 |
Shvager ratio | 0.245 |
Prefer horizon | 3 m. |
Longest drawdown | 29 d. |
Calculation period | 1,5 m. |
Trade days | 8 (25%) |
History | 1,5 m. |
Current stats | |
Drawdown | 19% / 21% |
Drawdown duration | 29 / 29 d. |