Average year | -100% |
---|---|
Return over 3 m. | -97% |
Average month | -69.8% |
Last day | 0.3% |
Last month | -96.2% |
Max. Drawdown | 97% |
Worst day | 76% |
Max. leverage | 1:606 |
Stand. deviation | 422.2% |
Downside Deviation | 55.3% |
Best day | 34% |
Volatility | 14.8% |
Return / Risk | -1 |
Calmar ratio | -0.7182 |
Sharpe ratio | -0.1671 |
Sortino ratio | -1.2748 |
Shvager ratio | 0.701 |
Prefer horizon | 3 m. |
Longest drawdown | 3 m. |
Calculation period | 3 m. |
Trade days | 64 (100%) |
History | 3 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 3 / 3 m. |