Average year | -100% |
---|---|
Return over 1 m. | -54% |
Average month | -47.6% |
Last day | 0% |
Last month | -48.4% |
Max. Drawdown | 62% |
Worst day | 30% |
Max. leverage | 1:60 |
Stand. deviation | 22.9% |
Downside Deviation | 22.6% |
Best day | 18% |
Volatility | 12.9% |
Return / Risk | -1.6 |
Calmar ratio | -0.7641 |
Sharpe ratio | -2.1078 |
Sortino ratio | -2.1381 |
Shvager ratio | 0.546 |
Prefer horizon | 3 m. |
Longest drawdown | 21 d. |
Calculation period | 1 m. |
Trade days | 25 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 58% / 62% |
Drawdown duration | 21 / 21 d. |