Average year | -96% |
---|---|
Return over 2 m. | -41% |
Average month | -23.4% |
Last day | 0% |
Last month | -35.4% |
Max. Drawdown | 52% |
Worst day | 49% |
Max. leverage | 1:345 |
Stand. deviation | 27.1% |
Downside Deviation | 26.1% |
Best day | 5% |
Volatility | 13.8% |
Return / Risk | -1.8 |
Calmar ratio | -0.449 |
Sharpe ratio | -0.8941 |
Sortino ratio | -0.9272 |
Shvager ratio | 0.34 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 16 (38%) |
History | 2 m. |
Current stats | |
Drawdown | 44% / 52% |
Drawdown duration | 1.5 / 1,5 m. |