Average year | -100% |
---|---|
Return over 1 m. | -89% |
Average month | -84.3% |
Last day | -68.4% |
Last month | -88.6% |
Max. Drawdown | 89% |
Worst day | 69% |
Max. leverage | 1:673 |
Stand. deviation | 96.3% |
Downside Deviation | 59% |
Best day | 22% |
Volatility | 22.9% |
Return / Risk | -1.1 |
Calmar ratio | -0.9492 |
Sharpe ratio | -0.8837 |
Sortino ratio | -1.4416 |
Shvager ratio | 0.524 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1 m. |
Trade days | 22 (88%) |
History | 1 m. |
Current stats | |
Drawdown | 89% / 89% |
Drawdown duration | 1 / 1 m. |