Average year | -100% |
---|---|
Return over 1 m. | -46% |
Average month | -39.2% |
Last day | -3.6% |
Last month | -43.1% |
Max. Drawdown | 55% |
Worst day | 41% |
Max. leverage | 1:65 |
Stand. deviation | 19.9% |
Downside Deviation | 20.1% |
Best day | 27% |
Volatility | 15.5% |
Return / Risk | -1.8 |
Calmar ratio | -0.7165 |
Sharpe ratio | -2.0094 |
Sortino ratio | -1.9906 |
Shvager ratio | 0.914 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1 m. |
Trade days | 24 (86%) |
History | 1 m. |
Current stats | |
Drawdown | 51% / 55% |
Drawdown duration | 1 / 1 m. |