Average year | -100% |
---|---|
Return over 2 m. | -77% |
Average month | -48.7% |
Last day | -18.4% |
Last month | -30.3% |
Max. Drawdown | 86% |
Worst day | 53% |
Max. leverage | 1:59 |
Stand. deviation | 31.5% |
Downside Deviation | 45.4% |
Best day | 21% |
Volatility | 16.1% |
Return / Risk | -1.2 |
Calmar ratio | -0.5658 |
Sharpe ratio | -1.568 |
Sortino ratio | -1.0883 |
Shvager ratio | 0.531 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 48 (98%) |
History | 2 m. |
Current stats | |
Drawdown | 79% / 86% |
Drawdown duration | 2 / 2 m. |