Average year | 283% |
---|---|
Return over 2,5 m. | 30% |
Average month | 11.9% |
Last day | -4.5% |
Last month | 14.7% |
Max. Drawdown | 24% |
Worst day | 22% |
Max. leverage | 1:100 |
Stand. deviation | 8.4% |
Downside Deviation | 1.2% |
Best day | 17% |
Volatility | 8.1% |
Return / Risk | 11.7 |
Calmar ratio | 0.4899 |
Sharpe ratio | 1.3205 |
Sortino ratio | 9.3718 |
Shvager ratio | 1.442 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2,5 m. |
Trade days | 38 (76%) |
History | 2,5 m. |
Current stats | |
Drawdown | 0% / 24% |
Drawdown duration | — / 1,5 m. |