Average year | -100% |
---|---|
Return over 1 m. | -95% |
Average month | -93.4% |
Last day | 0% |
Last month | -95.4% |
Max. Drawdown | 97% |
Worst day | 73% |
Max. leverage | 1:562 |
Stand. deviation | 361.9% |
Downside Deviation | 82.5% |
Best day | 55% |
Volatility | 38.1% |
Return / Risk | -1 |
Calmar ratio | -0.9658 |
Sharpe ratio | -0.2602 |
Sortino ratio | -1.1418 |
Shvager ratio | 0.488 |
Prefer horizon | 3 m. |
Longest drawdown | 27 d. |
Calculation period | 1 m. |
Trade days | 22 (92%) |
History | 1 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 27 / 27 d. |