Technical data and results

TECHNICAL DATAL CALCULATED FROM JANUARY 2016 TO FEBRUARY 2017 (data updated monthly)

  • Annualised Volatility: 30%
  • Maximum Drawdown (peak to trough): 28.75%
  • Beta (relative to historical fluctuations in EUR/USD):  9
  • Sharpe Ratio (assuming risk free rate of 2%):  0.78%
  • Annualised Long trades win: 87%
  • Annualised Short Trades win: 82%
  • Risk Rating: ***** 5/5 (very high risk)
  • Ethika offers its clients a ‘Hard Stop’ mechanism to limit the drawdown on their account.
  Q1 Q2 Q3 Q4 TOTAL
2006       4.43% 4.43%
2007 4.75% 8.17% 5.78% -0.52% 18.18%
2008 4.48% 8.28% 1.47% 0.44% 14.67%
2009 8.62% 14.5% 6.41% -1.97% 27.56%
2010 -0.69% 26.56% 15.19% -1.23% 39.83%
2011 0.92 5.14% 0.78% 0.65% 7.49%
2012 12.34% 16.24% 37.38% 5.14% 71.1%
2013 56.27% 89.2% -27.87% -22.22% 95.38%
2014 23.61% 57.49% 37.44% 28.56% 147.1%
2015 8.37% 12.91% 26.05% -1.86% 45.47%
2016 15.73% 19.03% 27.77%   62.53%

* Past performance is not a reliable indicator of future results.

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