Average year | -98% |
---|---|
Return over 2 m. | -53% |
Average month | -28.7% |
Last day | 17.3% |
Last month | 47.6% |
Max. Drawdown | 93% |
Worst day | 79% |
Max. leverage | 1:912 |
Stand. deviation | 252.6% |
Downside Deviation | 51.7% |
Best day | 65% |
Volatility | 21.7% |
Return / Risk | -1.1 |
Calmar ratio | -0.309 |
Sharpe ratio | -0.1167 |
Sortino ratio | -0.5695 |
Shvager ratio | 0.839 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 49 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 57% / 93% |
Drawdown duration | 2 / 2 m. |