Average year | -100% |
---|---|
Return over 1 m. | -97% |
Average month | -93.9% |
Last day | -0.9% |
Last month | -92.3% |
Max. Drawdown | 98% |
Worst day | 86% |
Max. leverage | 1:587 |
Stand. deviation | 147.4% |
Downside Deviation | 64.1% |
Best day | 44% |
Volatility | 41.3% |
Return / Risk | -1 |
Calmar ratio | -0.9554 |
Sharpe ratio | -0.6422 |
Sortino ratio | -1.4769 |
Shvager ratio | 0.598 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1 m. |
Trade days | 26 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 97% / 98% |
Drawdown duration | 1 / 1 m. |