Backtest Dashboard
Risico Analyse — Trading Navigator v17
VaR, CVaR, tail risk, drawdowns en beta-analyse
VaR 95% ?
-1.76%
Dagelijks
VaR 99% ?
-3.34%
Dagelijks
CVaR 95% ?
-2.85%
Expected Shortfall
Slechtste Dag
-9.9%
2020-03-12
Skewness ?
-0.47
Symmetrisch
Kurtosis ?
10.12
Dikke staarten
Slechtste Week
-18.9%
Slechtste Maand
-22.7%
Beste Dag
10.9%
2020-03-13
% Negatieve Dagen
44.7%
Top 5 Drawdowns
| # | Start | Dieptepunt | Einde | Diepte | Duur (dagen) | Herstel (dagen) |
|---|---|---|---|---|---|---|
| 1 | 2007-10-10 | 2009-02-27 | 2012-04-02 | -48.5% | 1636 | 1130 |
| 2 | 2020-02-20 | 2020-03-25 | 2020-09-01 | -30.2% | 194 | 160 |
| 3 | 2021-12-28 | 2022-09-30 | 2022-12-02 | -18.3% | 339 | 63 |
| 4 | 2025-02-20 | 2025-04-08 | 2025-12-15 | -16.8% | 298 | 251 |
| 5 | 2018-10-02 | 2018-12-24 | 2019-03-21 | -15.6% | 170 | 87 |