Average year | -97% |
---|---|
Return over 1 m. | -30% |
Average month | -24.8% |
Last day | -29.3% |
Last month | -28.4% |
Max. Drawdown | 46% |
Worst day | 36% |
Max. leverage | 1:162 |
Stand. deviation | 28.4% |
Downside Deviation | 16.3% |
Best day | 30% |
Volatility | 11.8% |
Return / Risk | -2.1 |
Calmar ratio | -0.5405 |
Sharpe ratio | -0.9015 |
Sortino ratio | -1.572 |
Shvager ratio | 0.483 |
Prefer horizon | 3 m. |
Longest drawdown | 5 d. |
Calculation period | 1 m. |
Trade days | 19 (73%) |
History | 1 m. |
Current stats | |
Drawdown | 40% / 46% |
Drawdown duration | 1 / 5 d. |