Average year | -84% |
---|---|
Return over 1 m. | -17% |
Average month | -14.3% |
Last day | 21.7% |
Last month | -31.6% |
Max. Drawdown | 85% |
Worst day | 55% |
Max. leverage | 1:125 |
Stand. deviation | 305.3% |
Downside Deviation | 32.2% |
Best day | 60% |
Volatility | 31.2% |
Return / Risk | -1 |
Calmar ratio | -0.1679 |
Sharpe ratio | -0.0494 |
Sortino ratio | -0.4681 |
Shvager ratio | 0.888 |
Prefer horizon | 3 m. |
Longest drawdown | 8 d. |
Calculation period | 1 m. |
Trade days | 28 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 79% / 85% |
Drawdown duration | 8 / 8 d. |