Average year | -100% |
---|---|
Return over 3 m. | -99% |
Average month | -78.9% |
Last day | -0.9% |
Last month | -94.1% |
Max. Drawdown | 99% |
Worst day | 85% |
Max. leverage | 1:607 |
Stand. deviation | 255.7% |
Downside Deviation | 70.9% |
Best day | 29% |
Volatility | 27.8% |
Return / Risk | -1 |
Calmar ratio | -0.7956 |
Sharpe ratio | -0.3118 |
Sortino ratio | -1.1235 |
Shvager ratio | 0.333 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 3 m. |
Trade days | 26 (41%) |
History | 3 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 2 / 2 m. |