Average year | -11% |
---|---|
Return over 10 d. | 0% |
Average month | -1% |
Last day | -0.4% |
Max. Drawdown | 3% |
Worst day | 2% |
Max. leverage | 1:4 |
Stand. deviation | — |
Downside Deviation | 1.2% |
Best day | 1% |
Volatility | 0.6% |
Return / Risk | -4.3 |
Calmar ratio | -0.3754 |
Sharpe ratio | 0 |
Sortino ratio | -1.5416 |
Shvager ratio | 0.624 |
Prefer horizon | 3 m. |
Longest drawdown | 8 d. |
Calculation period | 10 d. |
Trade days | 7 (88%) |
History | 10 d. |
Current stats | |
Drawdown | 1% / 3% |
Drawdown duration | 8 / 8 d. |
Max. leverage | 4 / 10 |
Worst day | 2 / 5% |