Average year | -98% |
---|---|
Return over 2 m. | -47% |
Average month | -29.5% |
Last day | 8.4% |
Last month | -44.7% |
Max. Drawdown | 55% |
Worst day | 28% |
Max. leverage | 1:161 |
Stand. deviation | 49.2% |
Downside Deviation | 32.3% |
Best day | 8% |
Volatility | 6.8% |
Return / Risk | -1.8 |
Calmar ratio | -0.5378 |
Sharpe ratio | -0.6159 |
Sortino ratio | -0.9391 |
Shvager ratio | 0.822 |
Prefer horizon | 3 m. |
Longest drawdown | 21 d. |
Calculation period | 2 m. |
Trade days | 36 (88%) |
History | 2 m. |
Current stats | |
Drawdown | 49% / 55% |
Drawdown duration | 21 / 21 d. |