Average year | -99% |
---|---|
Return over 3 m. | -69% |
Average month | -33% |
Last day | -41.6% |
Last month | -69.5% |
Max. Drawdown | 73% |
Worst day | 54% |
Max. leverage | 1:130 |
Stand. deviation | 92.1% |
Downside Deviation | 40% |
Best day | 16% |
Volatility | 22.5% |
Return / Risk | -1.4 |
Calmar ratio | -0.4529 |
Sharpe ratio | -0.3675 |
Sortino ratio | -0.8468 |
Shvager ratio | 0.392 |
Prefer horizon | 3 m. |
Longest drawdown | 20 d. |
Calculation period | 3 m. |
Trade days | 13 (20%) |
History | 3 m. |
Current stats | |
Drawdown | 73% / 73% |
Drawdown duration | 20 / 20 d. |