Average year | -100% |
---|---|
Return over 3 m. | -97% |
Average month | -68% |
Last day | 0% |
Last month | -96.5% |
Max. Drawdown | 98% |
Worst day | 95% |
Max. leverage | 1:562 |
Stand. deviation | 587.6% |
Downside Deviation | 56.9% |
Best day | 28% |
Volatility | 12.6% |
Return / Risk | -1 |
Calmar ratio | -0.6935 |
Sharpe ratio | -0.117 |
Sortino ratio | -1.2082 |
Shvager ratio | 0.692 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 3 m. |
Trade days | 64 (98%) |
History | 3 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 1.5 / 1,5 m. |