Average year | -100% |
---|---|
Return over 2 m. | -63% |
Average month | -37.7% |
Last day | 0% |
Last month | 3.1% |
Max. Drawdown | 74% |
Worst day | 41% |
Max. leverage | 1:105 |
Stand. deviation | 96% |
Downside Deviation | 44.2% |
Best day | 10% |
Volatility | 10.1% |
Return / Risk | -1.3 |
Calmar ratio | -0.5094 |
Sharpe ratio | -0.4016 |
Sortino ratio | -0.8724 |
Shvager ratio | 0.523 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 35 (80%) |
History | 2 m. |
Current stats | |
Drawdown | 66% / 74% |
Drawdown duration | 1.5 / 1,5 m. |