Average year | -100% |
---|---|
Return over 2 m. | -77% |
Average month | -47.3% |
Last day | -27.8% |
Last month | -69% |
Max. Drawdown | 77% |
Worst day | 35% |
Max. leverage | 1:119 |
Stand. deviation | 22.3% |
Downside Deviation | 34.2% |
Best day | 14% |
Volatility | 15.3% |
Return / Risk | -1.3 |
Calmar ratio | -0.6169 |
Sharpe ratio | -2.1625 |
Sortino ratio | -1.4072 |
Shvager ratio | 0.498 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 34 (69%) |
History | 2 m. |
Current stats | |
Drawdown | 77% / 77% |
Drawdown duration | 2 / 2 m. |