Average year | -100% |
---|---|
Return over 3 m. | -87% |
Average month | -50% |
Last day | -19.1% |
Last month | -88.3% |
Max. Drawdown | 89% |
Worst day | 65% |
Max. leverage | 1:85 |
Stand. deviation | 252.9% |
Downside Deviation | 51.5% |
Best day | 39% |
Volatility | 15.4% |
Return / Risk | -1.1 |
Calmar ratio | -0.5636 |
Sharpe ratio | -0.2007 |
Sortino ratio | -0.9862 |
Shvager ratio | 0.556 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 3 m. |
Trade days | 52 (80%) |
History | 3 m. |
Current stats | |
Drawdown | 89% / 89% |
Drawdown duration | 2 / 2 m. |