Average year | -100% |
---|---|
Return over 1 m. | -96% |
Average month | -92.9% |
Last day | -0.8% |
Last month | -96.2% |
Max. Drawdown | 97% |
Worst day | 58% |
Max. leverage | 1:97 |
Stand. deviation | 630% |
Downside Deviation | 86.4% |
Best day | 31% |
Volatility | 27.4% |
Return / Risk | -1 |
Calmar ratio | -0.9583 |
Sharpe ratio | -0.1488 |
Sortino ratio | -1.0844 |
Shvager ratio | 0.701 |
Prefer horizon | 3 m. |
Longest drawdown | 21 d. |
Calculation period | 1 m. |
Trade days | 26 (93%) |
History | 1 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 21 / 21 d. |