Average year | -100% |
---|---|
Return over 3 m. | -98% |
Average month | -75.3% |
Last day | -47.4% |
Last month | -98.5% |
Max. Drawdown | 99% |
Worst day | 89% |
Max. leverage | 1:619 |
Stand. deviation | 717.4% |
Downside Deviation | 54.4% |
Best day | 49% |
Volatility | 23.2% |
Return / Risk | -1 |
Calmar ratio | -0.7572 |
Sharpe ratio | -0.1061 |
Sortino ratio | -1.3996 |
Shvager ratio | 0.66 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 3 m. |
Trade days | 62 (98%) |
History | 3 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 1 / 1 m. |