Average year | -100% |
---|---|
Return over 1 m. | -96% |
Average month | -92.9% |
Last day | 34.1% |
Last month | -95.9% |
Max. Drawdown | 98% |
Worst day | 86% |
Max. leverage | 1:240 |
Stand. deviation | 148.1% |
Downside Deviation | 47.9% |
Best day | 34% |
Volatility | 32% |
Return / Risk | -1 |
Calmar ratio | -0.9468 |
Sharpe ratio | -0.6327 |
Sortino ratio | -1.9546 |
Shvager ratio | 0.604 |
Prefer horizon | 3 m. |
Longest drawdown | 22 d. |
Calculation period | 1 m. |
Trade days | 24 (92%) |
History | 1 m. |
Current stats | |
Drawdown | 96% / 98% |
Drawdown duration | 7 / 22 d. |