Average year | 33% |
---|---|
Return over 3 m. | 8% |
Average month | 2.4% |
Last day | 0% |
Last month | 0.7% |
Last 3 months | 1.5% |
Max. Drawdown | 7% |
Worst day | 7% |
Max. leverage | 1:67 |
Stand. deviation | 3.3% |
Downside Deviation | 0.3% |
Best day | 12% |
Volatility | 1.2% |
Return / Risk | 5 |
Calmar ratio | 0.3619 |
Sharpe ratio | 0.4804 |
Sortino ratio | 5.3957 |
Shvager ratio | 1.258 |
Prefer horizon | 3 m. |
Longest drawdown | 19 d. |
Calculation period | 3 m. |
Trade days | 22 (32%) |
History | 3 m. |
Current stats | |
Drawdown | 0% / 7% |
Drawdown duration | 14 / 19 d. |