Average year | -3% |
---|---|
Return over 1,5 m. | 0% |
Average month | -0.2% |
Last day | 0% |
Last month | 33.2% |
Max. Drawdown | 87% |
Worst day | 83% |
Max. leverage | 1:280 |
Stand. deviation | 24.4% |
Downside Deviation | 13.1% |
Best day | 64% |
Volatility | 19.5% |
Return / Risk | 0 |
Calmar ratio | -0.0028 |
Sharpe ratio | -0.0428 |
Sortino ratio | -0.0795 |
Shvager ratio | 0.852 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 1,5 m. |
Trade days | 30 (86%) |
History | 1,5 m. |
Current stats | |
Drawdown | 3% / 87% |
Drawdown duration | 1.5 / 1,5 m. |