Average year | -100% |
---|---|
Return over 1 m. | -67% |
Average month | -58.4% |
Last day | -71.2% |
Last month | -68.6% |
Max. Drawdown | 76% |
Worst day | 72% |
Max. leverage | 1:339 |
Stand. deviation | 63.7% |
Downside Deviation | 32% |
Best day | 26% |
Volatility | 14% |
Return / Risk | -1.3 |
Calmar ratio | -0.7715 |
Sharpe ratio | -0.9297 |
Sortino ratio | -1.8514 |
Shvager ratio | 0.644 |
Prefer horizon | 3 m. |
Longest drawdown | 11 d. |
Calculation period | 1 m. |
Trade days | 27 (93%) |
History | 1 m. |
Current stats | |
Drawdown | 76% / 76% |
Drawdown duration | 3 / 11 d. |