Average year | -100% |
---|---|
Return over 3 m. | -96% |
Average month | -67% |
Last day | -18.8% |
Last month | -94.8% |
Max. Drawdown | 99% |
Worst day | 77% |
Max. leverage | 1:209 |
Stand. deviation | 327.1% |
Downside Deviation | 58.5% |
Best day | 22% |
Volatility | 12.7% |
Return / Risk | -1 |
Calmar ratio | -0.6769 |
Sharpe ratio | -0.2073 |
Sortino ratio | -1.1582 |
Shvager ratio | 0.681 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 3 m. |
Trade days | 65 (100%) |
History | 3 m. |
Current stats | |
Drawdown | 96% / 99% |
Drawdown duration | 2 / 2 m. |