Average year | -100% |
---|---|
Return over 1 m. | -77% |
Average month | -71.1% |
Last day | -57.7% |
Last month | -78.1% |
Max. Drawdown | 86% |
Worst day | 74% |
Max. leverage | 1:211 |
Stand. deviation | 87.1% |
Downside Deviation | 54% |
Best day | 23% |
Volatility | 22.7% |
Return / Risk | -1.2 |
Calmar ratio | -0.8237 |
Sharpe ratio | -0.825 |
Sortino ratio | -1.3296 |
Shvager ratio | 0.463 |
Prefer horizon | 3 m. |
Longest drawdown | 8 d. |
Calculation period | 1 m. |
Trade days | 27 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 86% / 86% |
Drawdown duration | 8 / 8 d. |