Average year | -100% |
---|---|
Return over 2 m. | -95% |
Average month | -77.9% |
Last day | 0% |
Last month | -95.5% |
Max. Drawdown | 98% |
Worst day | 90% |
Max. leverage | 1:160 |
Stand. deviation | 858.9% |
Downside Deviation | 67.3% |
Best day | 53% |
Volatility | 29.3% |
Return / Risk | -1 |
Calmar ratio | -0.7976 |
Sharpe ratio | -0.0916 |
Sortino ratio | -1.1684 |
Shvager ratio | 0.744 |
Prefer horizon | 3 m. |
Longest drawdown | 18 d. |
Calculation period | 2 m. |
Trade days | 40 (95%) |
History | 2 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 18 / 18 d. |