Average year | -96% |
---|---|
Return over 2 m. | -44% |
Average month | -24.4% |
Last day | -36.6% |
Last month | -46.1% |
Max. Drawdown | 59% |
Worst day | 37% |
Max. leverage | 1:282 |
Stand. deviation | 30.3% |
Downside Deviation | 16.6% |
Best day | 17% |
Volatility | 14.6% |
Return / Risk | -1.6 |
Calmar ratio | -0.4152 |
Sharpe ratio | -0.8293 |
Sortino ratio | -1.5126 |
Shvager ratio | 0.53 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 38 (84%) |
History | 2 m. |
Current stats | |
Drawdown | 59% / 59% |
Drawdown duration | 2 / 2 m. |