Average year | -89% |
---|---|
Return over 1 m. | -19% |
Average month | -16.6% |
Last day | -5.5% |
Last month | -26.1% |
Max. Drawdown | 43% |
Worst day | 32% |
Max. leverage | 1:143 |
Stand. deviation | 16.8% |
Downside Deviation | 9.4% |
Best day | 13% |
Volatility | 12% |
Return / Risk | -2.1 |
Calmar ratio | -0.3879 |
Sharpe ratio | -1.0346 |
Sortino ratio | -1.844 |
Shvager ratio | 0.979 |
Prefer horizon | 3 m. |
Longest drawdown | 14 d. |
Calculation period | 1 m. |
Trade days | 25 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 38% / 43% |
Drawdown duration | 13 / 14 d. |