Average year | -82% |
---|---|
Return over 1,5 m. | -17% |
Average month | -13.2% |
Last day | 0% |
Last month | -40.4% |
Max. Drawdown | 58% |
Worst day | 42% |
Max. leverage | 1:587 |
Stand. deviation | 59.6% |
Downside Deviation | 19.6% |
Best day | 25% |
Volatility | 16% |
Return / Risk | -1.4 |
Calmar ratio | -0.2268 |
Sharpe ratio | -0.234 |
Sortino ratio | -0.7126 |
Shvager ratio | 1.194 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 12 (43%) |
History | 1,5 m. |
Current stats | |
Drawdown | 52% / 58% |
Drawdown duration | 1 / 1 m. |