Average year | -99% |
---|---|
Return over 1,5 m. | -50% |
Average month | -31.9% |
Last day | -45% |
Last month | -48.1% |
Max. Drawdown | 51% |
Worst day | 45% |
Max. leverage | 1:102 |
Stand. deviation | 34% |
Downside Deviation | 31% |
Best day | 16% |
Volatility | 6.6% |
Return / Risk | -1.9 |
Calmar ratio | -0.6202 |
Sharpe ratio | -0.9615 |
Sortino ratio | -1.0539 |
Shvager ratio | 0.584 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 38 (95%) |
History | 1,5 m. |
Current stats | |
Drawdown | 51% / 51% |
Drawdown duration | 1 / 1 m. |