Average year | -92% |
---|---|
Return over 3 m. | -46% |
Average month | -19.2% |
Last day | -55.7% |
Last month | -66.3% |
Max. Drawdown | 73% |
Worst day | 57% |
Max. leverage | 1:785 |
Stand. deviation | 109.6% |
Downside Deviation | 38.4% |
Best day | 27% |
Volatility | 7.3% |
Return / Risk | -1.3 |
Calmar ratio | -0.2627 |
Sharpe ratio | -0.182 |
Sortino ratio | -0.5199 |
Shvager ratio | 0.569 |
Prefer horizon | 3 m. |
Longest drawdown | 4 d. |
Calculation period | 3 m. |
Trade days | 62 (97%) |
History | 3 m. |
Current stats | |
Drawdown | 72% / 73% |
Drawdown duration | 4 / 4 d. |