Average year | -87% |
---|---|
Return over 3 m. | -39% |
Average month | -15.8% |
Last day | 0% |
Last month | -30% |
Max. Drawdown | 61% |
Worst day | 37% |
Max. leverage | 1:31 |
Stand. deviation | 24.6% |
Downside Deviation | 21.1% |
Best day | 21% |
Volatility | 11.3% |
Return / Risk | -1.4 |
Calmar ratio | -0.2582 |
Sharpe ratio | -0.6733 |
Sortino ratio | -0.7875 |
Shvager ratio | 0.801 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 3 m. |
Trade days | 55 (87%) |
History | 3 m. |
Current stats | |
Drawdown | 53% / 61% |
Drawdown duration | 1.5 / 1,5 m. |