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Overview
Cumulative Return
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Risk Assessment
Annualized Return
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Win Rate
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Max Drawdown
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Stability
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Trading Model
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Strategy Type
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No data
Return during the specified period
Daily rate of return distribution
No data
Time Periods | 1M | 3M | 6M | 1Y | YTD | ALL |
---|---|---|---|---|---|---|
Signal Return | -- | -- | -- | -- | -- | -- |
Benchmark Return | -- | -- | -- | -- | -- | -- |
Signal Rankings Ranking of returns among all trading strategies for the specified timeframe | -- | -- | -- | -- | -- | -- |
SIGNAL | BENCHMARK | |
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Max Drawdown | -- | -- |
Max Drawdown Length | -- | -- |
Max Drawdown Recovery Length | -- | -- |
Peak-to-Peak Duration | -- | -- |
BETA--
Correlation coefficient--
R Squared--
Tracking error --
3M | 6M | 1Y | YTD | |||||
---|---|---|---|---|---|---|---|---|
SIGNAL | BENCHMARK | SIGNAL | BENCHMARK | SIGNAL | BENCHMARK | SIGNAL | BENCHMARK | |
Std Dev (annualized) | -- | -- | -- | -- | -- | -- | -- | -- |
Skewness | -- | -- | -- | -- | -- | -- | -- | -- |
3M | 6M | 1Y | YTD | |||||
---|---|---|---|---|---|---|---|---|
SIGNAL | BENCHMARK | SIGNAL | BENCHMARK | SIGNAL | BENCHMARK | SIGNAL | BENCHMARK | |
95% Confidence Interval | -- | -- | -- | -- | -- | -- | -- | -- |
97% Confidence Interval | -- | -- | -- | -- | -- | -- | -- | -- |
99% Confidence Interval | -- | -- | -- | -- | -- | -- | -- | -- |
3M | 6M | 1Y | YTD | |||||
---|---|---|---|---|---|---|---|---|
SIGNAL | BENCHMARK | SIGNAL | BENCHMARK | SIGNAL | BENCHMARK | SIGNAL | BENCHMARK | |
Sharpe Ratio | -- | -- | -- | -- | -- | -- | -- | -- |
Sortino Ratio | -- | -- | -- | -- | -- | -- | -- | -- |
Jensen’s Alpha | -- | -- | -- | -- | -- | -- | -- | -- |
Treynor Ratio | -- | -- | -- | -- | -- | -- | -- | -- |
Information Ratio | -- | -- | -- | -- | -- | -- | -- | -- |
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