Average year | -100% |
---|---|
Return over 2,5 m. | -84% |
Average month | -54.4% |
Last day | 0% |
Last month | -78% |
Max. Drawdown | 84% |
Worst day | 41% |
Max. leverage | 1:112 |
Stand. deviation | 127.5% |
Downside Deviation | 50.4% |
Best day | 31% |
Volatility | 24% |
Return / Risk | -1.2 |
Calmar ratio | -0.6491 |
Sharpe ratio | -0.433 |
Sortino ratio | -1.0956 |
Shvager ratio | 0.627 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2,5 m. |
Trade days | 24 (47%) |
History | 2,5 m. |
Current stats | |
Drawdown | 84% / 84% |
Drawdown duration | 1 / 1 m. |