Average year | -100% |
---|---|
Return over 1 m. | -98% |
Average month | -95.3% |
Last day | -0.3% |
Last month | -98.1% |
Max. Drawdown | 99% |
Worst day | 89% |
Max. leverage | 1:521 |
Stand. deviation | 1,008% |
Downside Deviation | 47.1% |
Best day | 58% |
Volatility | 31.8% |
Return / Risk | -1 |
Calmar ratio | -0.9612 |
Sharpe ratio | -0.0953 |
Sortino ratio | -2.0401 |
Shvager ratio | 0.706 |
Prefer horizon | 3 m. |
Longest drawdown | 9 d. |
Calculation period | 1 m. |
Trade days | 27 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 5 / 9 d. |