Average year | -99% |
---|---|
Return over 1,5 m. | -43% |
Average month | -31.7% |
Last day | 0% |
Last month | -26.9% |
Max. Drawdown | 56% |
Worst day | 25% |
Max. leverage | 1:117 |
Stand. deviation | 27.9% |
Downside Deviation | 28.4% |
Best day | 7% |
Volatility | 6.9% |
Return / Risk | -1.8 |
Calmar ratio | -0.5708 |
Sharpe ratio | -1.166 |
Sortino ratio | -1.1432 |
Shvager ratio | 0.435 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 20 (63%) |
History | 1,5 m. |
Current stats | |
Drawdown | 46% / 56% |
Drawdown duration | 1 / 1 m. |