Average year | -98% |
---|---|
Return over 1 m. | -33% |
Average month | -27.3% |
Last day | 0% |
Last month | -38.2% |
Max. Drawdown | 52% |
Worst day | 24% |
Max. leverage | 1:64 |
Stand. deviation | 30.3% |
Downside Deviation | 25.3% |
Best day | 12% |
Volatility | 12.6% |
Return / Risk | -1.9 |
Calmar ratio | -0.525 |
Sharpe ratio | -0.9277 |
Sortino ratio | -1.1125 |
Shvager ratio | 0.804 |
Prefer horizon | 3 m. |
Longest drawdown | 24 d. |
Calculation period | 1 m. |
Trade days | 23 (82%) |
History | 1,5 m. |
Current stats | |
Drawdown | 43% / 52% |
Drawdown duration | 24 / 24 d. |