Average year | -93% |
---|---|
Return over 2,5 m. | -43% |
Average month | -19.9% |
Last day | 0% |
Last month | -34.7% |
Max. Drawdown | 77% |
Worst day | 37% |
Max. leverage | 1:61 |
Stand. deviation | 62.9% |
Downside Deviation | 30.3% |
Best day | 32% |
Volatility | 26.5% |
Return / Risk | -1.2 |
Calmar ratio | -0.2593 |
Sharpe ratio | -0.33 |
Sortino ratio | -0.6845 |
Shvager ratio | 1.042 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 48 (86%) |
History | 2,5 m. |
Current stats | |
Drawdown | 65% / 77% |
Drawdown duration | 2 / 2 m. |