Average year | -91% |
---|---|
Return over 2,5 m. | -39% |
Average month | -18% |
Last day | 0% |
Last month | -54.5% |
Max. Drawdown | 60% |
Worst day | 36% |
Max. leverage | 1:50 |
Stand. deviation | 33.9% |
Downside Deviation | 23.1% |
Best day | 18% |
Volatility | 11.2% |
Return / Risk | -1.5 |
Calmar ratio | -0.3005 |
Sharpe ratio | -0.5529 |
Sortino ratio | -0.8121 |
Shvager ratio | 1.041 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2,5 m. |
Trade days | 53 (96%) |
History | 2,5 m. |
Current stats | |
Drawdown | 58% / 60% |
Drawdown duration | 1 / 1 m. |