Average year | -46% |
---|---|
Return over 2 m. | -10% |
Average month | -5.1% |
Last day | -69.5% |
Last month | -53.6% |
Max. Drawdown | 75% |
Worst day | 75% |
Max. leverage | 1:168 |
Stand. deviation | 172.6% |
Downside Deviation | 38.1% |
Best day | 65% |
Volatility | 13.7% |
Return / Risk | -0.6 |
Calmar ratio | -0.0677 |
Sharpe ratio | -0.0339 |
Sortino ratio | -0.1537 |
Shvager ratio | 0.877 |
Prefer horizon | 3 m. |
Longest drawdown | 8 d. |
Calculation period | 2 m. |
Trade days | 33 (79%) |
History | 2 m. |
Current stats | |
Drawdown | 0% / 75% |
Drawdown duration | — / 8 d. |