Average year | -100% |
---|---|
Return over 1 m. | -62% |
Average month | -56.1% |
Last day | -66.3% |
Last month | -62% |
Max. Drawdown | 74% |
Worst day | 66% |
Max. leverage | 1:106 |
Stand. deviation | 74.4% |
Downside Deviation | 27.2% |
Best day | 12% |
Volatility | 16.2% |
Return / Risk | -1.4 |
Calmar ratio | -0.7593 |
Sharpe ratio | -0.7652 |
Sortino ratio | -2.0942 |
Shvager ratio | 0.621 |
Prefer horizon | 3 m. |
Longest drawdown | 6 d. |
Calculation period | 1 m. |
Trade days | 24 (92%) |
History | 1 m. |
Current stats | |
Drawdown | 74% / 74% |
Drawdown duration | 6 / 6 d. |