Average year | -74% |
---|---|
Return over 1 m. | -12% |
Average month | -10.6% |
Last day | -26.6% |
Last month | -15.6% |
Max. Drawdown | 37% |
Worst day | 27% |
Max. leverage | 1:316 |
Stand. deviation | 40.8% |
Downside Deviation | 12% |
Best day | 19% |
Volatility | 14.9% |
Return / Risk | -2 |
Calmar ratio | -0.2863 |
Sharpe ratio | -0.2793 |
Sortino ratio | -0.9524 |
Shvager ratio | 0.889 |
Prefer horizon | 3 m. |
Longest drawdown | 11 d. |
Calculation period | 1 m. |
Trade days | 14 (54%) |
History | 1 m. |
Current stats | |
Drawdown | 37% / 37% |
Drawdown duration | 11 / 11 d. |