Average year | -100% |
---|---|
Return over 3 m. | -74% |
Average month | -35.8% |
Last day | 0.1% |
Last month | -79.5% |
Max. Drawdown | 88% |
Worst day | 76% |
Max. leverage | 1:810 |
Stand. deviation | 183% |
Downside Deviation | 47.1% |
Best day | 6% |
Volatility | 5.7% |
Return / Risk | -1.1 |
Calmar ratio | -0.4053 |
Sharpe ratio | -0.2003 |
Sortino ratio | -0.7788 |
Shvager ratio | 0.366 |
Prefer horizon | 3 m. |
Longest drawdown | 11 d. |
Calculation period | 3 m. |
Trade days | 63 (98%) |
History | 3 m. |
Current stats | |
Drawdown | 83% / 88% |
Drawdown duration | 11 / 11 d. |