Average year | -100% |
---|---|
Return over 3 m. | -75% |
Average month | -37.8% |
Last day | 0% |
Last month | -75.9% |
Max. Drawdown | 85% |
Worst day | 67% |
Max. leverage | 1:235 |
Stand. deviation | 119.7% |
Downside Deviation | 43.6% |
Best day | 6% |
Volatility | 8.8% |
Return / Risk | -1.2 |
Calmar ratio | -0.4449 |
Sharpe ratio | -0.3227 |
Sortino ratio | -0.8856 |
Shvager ratio | 0.845 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 3 m. |
Trade days | 46 (71%) |
History | 3 m. |
Current stats | |
Drawdown | 82% / 85% |
Drawdown duration | 4 d. / 1 m. |