Average year | -100% |
---|---|
Return over 2 m. | -78% |
Average month | -56.1% |
Last day | 0% |
Last month | -50.9% |
Max. Drawdown | 82% |
Worst day | 35% |
Max. leverage | 1:106 |
Stand. deviation | 50% |
Downside Deviation | 55% |
Best day | 19% |
Volatility | 24.4% |
Return / Risk | -1.2 |
Calmar ratio | -0.6861 |
Sharpe ratio | -1.1377 |
Sortino ratio | -1.0346 |
Shvager ratio | 0.682 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 19 (48%) |
History | 2 m. |
Current stats | |
Drawdown | 82% / 82% |
Drawdown duration | 1.5 / 1,5 m. |