Average year | -54% |
---|---|
Return over 2 m. | -13% |
Average month | -6.2% |
Last day | -6% |
Last month | -17.2% |
Max. Drawdown | 58% |
Worst day | 46% |
Max. leverage | 1:231 |
Stand. deviation | 61.5% |
Downside Deviation | 32.6% |
Best day | 37% |
Volatility | 8.2% |
Return / Risk | -0.9 |
Calmar ratio | -0.1063 |
Sharpe ratio | -0.1136 |
Sortino ratio | -0.2144 |
Shvager ratio | 0.924 |
Prefer horizon | 3 m. |
Longest drawdown | 16 d. |
Calculation period | 2 m. |
Trade days | 49 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 23% / 58% |
Drawdown duration | 16 / 16 d. |