Average year | -100% |
---|---|
Return over 27 d. | -47% |
Average month | -53.1% |
Last day | -28.1% |
Max. Drawdown | 67% |
Worst day | 33% |
Max. leverage | 1:105 |
Stand. deviation | — |
Downside Deviation | 47.3% |
Best day | -8% |
Volatility | 11.2% |
Return / Risk | -1.5 |
Calmar ratio | -0.791 |
Sharpe ratio | 0 |
Sortino ratio | -1.1395 |
Shvager ratio | 0.562 |
Prefer horizon | 3 m. |
Longest drawdown | 6 d. |
Calculation period | 27 d. |
Trade days | 18 (95%) |
History | 27 d. |
Current stats | |
Drawdown | 67% / 67% |
Drawdown duration | 6 / 6 d. |
Max. leverage | 105 / 110 |