Average year | -100% |
---|---|
Return over 3 m. | -90% |
Average month | -54% |
Last day | -8.5% |
Last month | -90.6% |
Max. Drawdown | 92% |
Worst day | 67% |
Max. leverage | 1:832 |
Stand. deviation | 296.4% |
Downside Deviation | 52.8% |
Best day | 16% |
Volatility | 10.5% |
Return / Risk | -1.1 |
Calmar ratio | -0.5884 |
Sharpe ratio | -0.1848 |
Sortino ratio | -1.0377 |
Shvager ratio | 0.427 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 3 m. |
Trade days | 61 (92%) |
History | 3 m. |
Current stats | |
Drawdown | 91% / 92% |
Drawdown duration | 1 / 1 m. |