Average year | -99% |
---|---|
Return over 2 m. | -51% |
Average month | -32.6% |
Last day | 0% |
Last month | -38.6% |
Max. Drawdown | 60% |
Worst day | 43% |
Max. leverage | 1:159 |
Stand. deviation | 40.3% |
Downside Deviation | 32.7% |
Best day | 33% |
Volatility | 25.6% |
Return / Risk | -1.7 |
Calmar ratio | -0.5474 |
Sharpe ratio | -0.8281 |
Sortino ratio | -1.0225 |
Shvager ratio | 0.605 |
Prefer horizon | 3 m. |
Longest drawdown | 25 d. |
Calculation period | 2 m. |
Trade days | 10 (26%) |
History | 2 m. |
Current stats | |
Drawdown | 57% / 60% |
Drawdown duration | 25 / 25 d. |