Average year | -83% |
---|---|
Return over 3 m. | -36% |
Average month | -13.8% |
Last day | 0% |
Last month | -49.9% |
Max. Drawdown | 69% |
Worst day | 29% |
Max. leverage | 1:51 |
Stand. deviation | 69.5% |
Downside Deviation | 30.3% |
Best day | 22% |
Volatility | 14% |
Return / Risk | -1.2 |
Calmar ratio | -0.201 |
Sharpe ratio | -0.2107 |
Sortino ratio | -0.4834 |
Shvager ratio | 1.094 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 3 m. |
Trade days | 59 (91%) |
History | 3 m. |
Current stats | |
Drawdown | 65% / 69% |
Drawdown duration | 9 d. / 1,5 m. |