Average year | -89% |
---|---|
Return over 1 m. | -19% |
Average month | -16.6% |
Last day | -33.1% |
Last month | -21.2% |
Max. Drawdown | 47% |
Worst day | 34% |
Max. leverage | 1:66 |
Stand. deviation | 63% |
Downside Deviation | 17.9% |
Best day | 44% |
Volatility | 16.3% |
Return / Risk | -1.9 |
Calmar ratio | -0.3536 |
Sharpe ratio | -0.2767 |
Sortino ratio | -0.9729 |
Shvager ratio | 0.879 |
Prefer horizon | 3 m. |
Longest drawdown | 12 d. |
Calculation period | 1 m. |
Trade days | 22 (85%) |
History | 1 m. |
Current stats | |
Drawdown | 47% / 47% |
Drawdown duration | 1 / 12 d. |