Average year | -100% |
---|---|
Return over 1 m. | -56% |
Average month | -53% |
Last day | 0% |
Last month | -56.4% |
Max. Drawdown | 76% |
Worst day | 67% |
Max. leverage | 1:177 |
Stand. deviation | 126.7% |
Downside Deviation | 55.6% |
Best day | 18% |
Volatility | 17.9% |
Return / Risk | -1.3 |
Calmar ratio | -0.6954 |
Sharpe ratio | -0.4247 |
Sortino ratio | -0.9677 |
Shvager ratio | 0.423 |
Prefer horizon | 3 m. |
Longest drawdown | 25 d. |
Calculation period | 1 m. |
Trade days | 17 (68%) |
History | 1 m. |
Current stats | |
Drawdown | 58% / 76% |
Drawdown duration | 25 / 25 d. |