Average year | -99% |
---|---|
Return over 1 m. | -42% |
Average month | -34.9% |
Last day | -12.9% |
Last month | -36.5% |
Max. Drawdown | 48% |
Worst day | 18% |
Max. leverage | 1:30 |
Stand. deviation | 22.5% |
Downside Deviation | 24.9% |
Best day | 4% |
Volatility | 6.2% |
Return / Risk | -2.1 |
Calmar ratio | -0.7272 |
Sharpe ratio | -1.5883 |
Sortino ratio | -1.4332 |
Shvager ratio | 0.434 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1 m. |
Trade days | 24 (83%) |
History | 1,5 m. |
Current stats | |
Drawdown | 44% / 48% |
Drawdown duration | 1 / 1 m. |