Average year | -100% |
---|---|
Return over 2,5 m. | -78% |
Average month | -46% |
Last day | 0% |
Last month | -64% |
Max. Drawdown | 79% |
Worst day | 50% |
Max. leverage | 1:563 |
Stand. deviation | 34.1% |
Downside Deviation | 37.3% |
Best day | 10% |
Volatility | 15.2% |
Return / Risk | -1.3 |
Calmar ratio | -0.5798 |
Sharpe ratio | -1.3715 |
Sortino ratio | -1.2565 |
Shvager ratio | 0.477 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 23 (42%) |
History | 2,5 m. |
Current stats | |
Drawdown | 79% / 79% |
Drawdown duration | 2 / 2 m. |