Average year | -88% |
---|---|
Return over 1 m. | -20% |
Average month | -16.5% |
Last day | 12.6% |
Last month | -38.1% |
Max. Drawdown | 71% |
Worst day | 48% |
Max. leverage | 1:117 |
Stand. deviation | 48.3% |
Downside Deviation | 30.1% |
Best day | 68% |
Volatility | 28% |
Return / Risk | -1.3 |
Calmar ratio | -0.2332 |
Sharpe ratio | -0.3576 |
Sortino ratio | -0.573 |
Shvager ratio | 0.923 |
Prefer horizon | 3 m. |
Longest drawdown | 21 d. |
Calculation period | 1 m. |
Trade days | 15 (56%) |
History | 1 m. |
Current stats | |
Drawdown | 47% / 71% |
Drawdown duration | 21 / 21 d. |