Average year | -100% |
---|---|
Return over 2 m. | -98% |
Average month | -85.4% |
Last day | 0.4% |
Last month | -97.6% |
Max. Drawdown | 98% |
Worst day | 89% |
Max. leverage | 1:114 |
Stand. deviation | 6.6% |
Downside Deviation | 85.5% |
Best day | 50% |
Volatility | 43.9% |
Return / Risk | -1 |
Calmar ratio | -0.869 |
Sharpe ratio | -12.9956 |
Sortino ratio | -1.0083 |
Shvager ratio | 0.885 |
Prefer horizon | 3 m. |
Longest drawdown | 29 d. |
Calculation period | 2 m. |
Trade days | 28 (65%) |
History | 2 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 29 / 29 d. |