Average year | -89% |
---|---|
Return over 1,5 m. | -21% |
Average month | -16.6% |
Last day | 0% |
Last month | -4.6% |
Max. Drawdown | 40% |
Worst day | 24% |
Max. leverage | 1:102 |
Stand. deviation | 23.3% |
Downside Deviation | 19.3% |
Best day | 5% |
Volatility | 7.9% |
Return / Risk | -2.2 |
Calmar ratio | -0.4122 |
Sharpe ratio | -0.7502 |
Sortino ratio | -0.9046 |
Shvager ratio | 0.311 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 10 (33%) |
History | 1,5 m. |
Current stats | |
Drawdown | 23% / 40% |
Drawdown duration | 1 / 1 m. |