Average year | -100% |
---|---|
Return over 1 m. | -43% |
Average month | -36.6% |
Last day | -34.6% |
Last month | -30.5% |
Max. Drawdown | 50% |
Worst day | 35% |
Max. leverage | 1:103 |
Stand. deviation | 17% |
Downside Deviation | 18.1% |
Best day | 28% |
Volatility | 19.5% |
Return / Risk | -2 |
Calmar ratio | -0.7274 |
Sharpe ratio | -2.2006 |
Sortino ratio | -2.0692 |
Shvager ratio | 0.962 |
Prefer horizon | 3 m. |
Longest drawdown | 23 d. |
Calculation period | 1 m. |
Trade days | 24 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 50% / 50% |
Drawdown duration | 5 / 23 d. |