Average year | -100% |
---|---|
Return over 2 m. | -73% |
Average month | -43.7% |
Last day | 0.2% |
Last month | -1.5% |
Max. Drawdown | 83% |
Worst day | 37% |
Max. leverage | 1:112 |
Stand. deviation | 161.8% |
Downside Deviation | 48.3% |
Best day | 35% |
Volatility | 12.9% |
Return / Risk | -1.2 |
Calmar ratio | -0.5254 |
Sharpe ratio | -0.2749 |
Sortino ratio | -0.9212 |
Shvager ratio | 0.658 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 48 (98%) |
History | 2 m. |
Current stats | |
Drawdown | 75% / 83% |
Drawdown duration | 2 / 2 m. |