Average year | -100% |
---|---|
Return over 1 m. | -58% |
Average month | -56.6% |
Last day | 0.3% |
Last month | -58.1% |
Max. Drawdown | 67% |
Worst day | 31% |
Max. leverage | 1:68 |
Stand. deviation | 135.6% |
Downside Deviation | 57.9% |
Best day | 8% |
Volatility | 9.4% |
Return / Risk | -1.5 |
Calmar ratio | -0.8474 |
Sharpe ratio | -0.4235 |
Sortino ratio | -0.9926 |
Shvager ratio | 0.59 |
Prefer horizon | 3 m. |
Longest drawdown | 10 d. |
Calculation period | 1 m. |
Trade days | 23 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 66% / 67% |
Drawdown duration | 8 / 10 d. |