Average year | -100% |
---|---|
Return over 1,5 m. | -84% |
Average month | -70.5% |
Last day | -91.8% |
Last month | -89.6% |
Max. Drawdown | 92% |
Worst day | 92% |
Max. leverage | 1:243 |
Stand. deviation | 405.6% |
Downside Deviation | 53% |
Best day | 16% |
Volatility | 12.4% |
Return / Risk | -1.1 |
Calmar ratio | -0.7657 |
Sharpe ratio | -0.1758 |
Sortino ratio | -1.3447 |
Shvager ratio | 0.313 |
Prefer horizon | 3 m. |
Longest drawdown | — |
Calculation period | 1,5 m. |
Trade days | 26 (76%) |
History | 1,5 m. |
Current stats | |
Drawdown | 0% / 92% |
Drawdown duration | — / — |