Average year | -93% |
---|---|
Return over 2 m. | -37% |
Average month | -19.6% |
Last day | -41.7% |
Last month | -37% |
Max. Drawdown | 55% |
Worst day | 42% |
Max. leverage | 1:90 |
Stand. deviation | 101.5% |
Downside Deviation | 26.3% |
Best day | 60% |
Volatility | 13.7% |
Return / Risk | -1.7 |
Calmar ratio | -0.3594 |
Sharpe ratio | -0.2009 |
Sortino ratio | -0.7759 |
Shvager ratio | 0.96 |
Prefer horizon | 3 m. |
Longest drawdown | 21 d. |
Calculation period | 2 m. |
Trade days | 43 (96%) |
History | 2 m. |
Current stats | |
Drawdown | 54% / 55% |
Drawdown duration | 1 / 21 d. |