Average year | -100% |
---|---|
Return over 2 m. | -90% |
Average month | -71.3% |
Last day | 0% |
Last month | -87% |
Max. Drawdown | 91% |
Worst day | 77% |
Max. leverage | 1:289 |
Stand. deviation | 286.1% |
Downside Deviation | 60.7% |
Best day | 46% |
Volatility | 33.5% |
Return / Risk | -1.1 |
Calmar ratio | -0.7806 |
Sharpe ratio | -0.252 |
Sortino ratio | -1.1876 |
Shvager ratio | 0.827 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 22 (54%) |
History | 2 m. |
Current stats | |
Drawdown | 91% / 91% |
Drawdown duration | 19 d. / 1 m. |