Average year | -71% |
---|---|
Return over 2,5 m. | -22% |
Average month | -9.8% |
Last day | -7.7% |
Last month | -33.6% |
Max. Drawdown | 53% |
Worst day | 26% |
Max. leverage | 1:33 |
Stand. deviation | 28.6% |
Downside Deviation | 16% |
Best day | 41% |
Volatility | 13% |
Return / Risk | -1.3 |
Calmar ratio | -0.1827 |
Sharpe ratio | -0.3689 |
Sortino ratio | -0.6605 |
Shvager ratio | 1.126 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2,5 m. |
Trade days | 47 (85%) |
History | 2,5 m. |
Current stats | |
Drawdown | 45% / 53% |
Drawdown duration | 1 / 1 m. |