Average year | -96% |
---|---|
Return over 1 m. | -26% |
Average month | -22.8% |
Last day | 11% |
Last month | -17.3% |
Max. Drawdown | 69% |
Worst day | 44% |
Max. leverage | 1:104 |
Stand. deviation | 127.9% |
Downside Deviation | 51% |
Best day | 37% |
Volatility | 25.5% |
Return / Risk | -1.4 |
Calmar ratio | -0.3312 |
Sharpe ratio | -0.1849 |
Sortino ratio | -0.4634 |
Shvager ratio | 1.434 |
Prefer horizon | 3 m. |
Longest drawdown | 13 d. |
Calculation period | 1 m. |
Trade days | 20 (74%) |
History | 1 m. |
Current stats | |
Drawdown | 40% / 69% |
Drawdown duration | 13 / 13 d. |