Average year | -100% |
---|---|
Return over 3 m. | -96% |
Average month | -66.1% |
Last day | 2.8% |
Last month | -86.2% |
Max. Drawdown | 99% |
Worst day | 74% |
Max. leverage | 1:170 |
Stand. deviation | 179.3% |
Downside Deviation | 62.8% |
Best day | 163% |
Volatility | 66.1% |
Return / Risk | -1 |
Calmar ratio | -0.6654 |
Sharpe ratio | -0.3731 |
Sortino ratio | -1.0646 |
Shvager ratio | 1.292 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 3 m. |
Trade days | 50 (79%) |
History | 3 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 2 / 2 m. |