Average year | -22% |
---|---|
Return over 2,5 m. | -5% |
Average month | -2% |
Last day | -5.9% |
Last month | -27.4% |
Max. Drawdown | 69% |
Worst day | 52% |
Max. leverage | 1:515 |
Stand. deviation | 2.9% |
Downside Deviation | 3.4% |
Best day | 58% |
Volatility | 12.8% |
Return / Risk | -0.3 |
Calmar ratio | -0.0295 |
Sharpe ratio | -0.9938 |
Sortino ratio | -0.8332 |
Shvager ratio | 0.627 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2,5 m. |
Trade days | 47 (89%) |
History | 2,5 m. |
Current stats | |
Drawdown | 31% / 69% |
Drawdown duration | 1 / 1 m. |