Average year | -100% |
---|---|
Return over 3 m. | -97% |
Average month | -70.5% |
Last day | 40.2% |
Last month | -82.9% |
Max. Drawdown | 98% |
Worst day | 87% |
Max. leverage | 1:642 |
Stand. deviation | 165.1% |
Downside Deviation | 68.8% |
Best day | 40% |
Volatility | 10.7% |
Return / Risk | -1 |
Calmar ratio | -0.7172 |
Sharpe ratio | -0.4316 |
Sortino ratio | -1.0358 |
Shvager ratio | 0.993 |
Prefer horizon | 3 m. |
Longest drawdown | 3 m. |
Calculation period | 3 m. |
Trade days | 64 (97%) |
History | 3 m. |
Current stats | |
Drawdown | 97% / 98% |
Drawdown duration | 3 / 3 m. |