Average year | -99% |
---|---|
Return over 2,5 m. | -58% |
Average month | -32% |
Last day | 0.7% |
Last month | 21.8% |
Max. Drawdown | 68% |
Worst day | 33% |
Max. leverage | 1:45 |
Stand. deviation | 48.9% |
Downside Deviation | 35.5% |
Best day | 6% |
Volatility | 10.1% |
Return / Risk | -1.5 |
Calmar ratio | -0.4727 |
Sharpe ratio | -0.6721 |
Sortino ratio | -0.9244 |
Shvager ratio | 0.547 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 42 (84%) |
History | 2,5 m. |
Current stats | |
Drawdown | 59% / 68% |
Drawdown duration | 2 / 2 m. |