Average year | -96% |
---|---|
Return over 2 m. | -43% |
Average month | -24% |
Last day | 1.5% |
Last month | 44.5% |
Max. Drawdown | 89% |
Worst day | 72% |
Max. leverage | 1:310 |
Stand. deviation | 277.2% |
Downside Deviation | 50.4% |
Best day | 56% |
Volatility | 24% |
Return / Risk | -1.1 |
Calmar ratio | -0.2699 |
Sharpe ratio | -0.0893 |
Sortino ratio | -0.4914 |
Shvager ratio | 1.17 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 42 (93%) |
History | 2 m. |
Current stats | |
Drawdown | 57% / 89% |
Drawdown duration | 1.5 / 1,5 m. |