Average year | -100% |
---|---|
Return over 1,5 m. | -67% |
Average month | -55.2% |
Last day | 0% |
Last month | -70.3% |
Max. Drawdown | 76% |
Worst day | 27% |
Max. leverage | 1:73 |
Stand. deviation | 51.1% |
Downside Deviation | 44.9% |
Best day | 7% |
Volatility | 14% |
Return / Risk | -1.3 |
Calmar ratio | -0.7242 |
Sharpe ratio | -1.0965 |
Sortino ratio | -1.2475 |
Shvager ratio | 0.475 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 25 (86%) |
History | 1,5 m. |
Current stats | |
Drawdown | 72% / 76% |
Drawdown duration | 1 / 1 m. |