Average year | -24% |
---|---|
Return over 2 m. | -4% |
Average month | -2.2% |
Last day | 661.4% |
Last month | -6.1% |
Max. Drawdown | 91% |
Worst day | 83% |
Max. leverage | 1:2,268 |
Stand. deviation | 3.7% |
Downside Deviation | 3.8% |
Best day | 661% |
Volatility | 65.9% |
Return / Risk | -0.3 |
Calmar ratio | -0.0245 |
Sharpe ratio | -0.8245 |
Sortino ratio | -0.8002 |
Shvager ratio | 6.428 |
Prefer horizon | 3 m. |
Longest drawdown | 24 d. |
Calculation period | 2 m. |
Trade days | 24 (60%) |
History | 2 m. |
Current stats | |
Drawdown | 0% / 91% |
Drawdown duration | — / 24 d. |