Average year | -98% |
---|---|
Return over 3 m. | -59% |
Average month | -27.6% |
Last day | 0% |
Last month | -47% |
Max. Drawdown | 62% |
Worst day | 33% |
Max. leverage | 1:44 |
Stand. deviation | 31.7% |
Downside Deviation | 29.9% |
Best day | 35% |
Volatility | 11.2% |
Return / Risk | -1.6 |
Calmar ratio | -0.4431 |
Sharpe ratio | -0.8957 |
Sortino ratio | -0.9508 |
Shvager ratio | 0.704 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 3 m. |
Trade days | 47 (77%) |
History | 3 m. |
Current stats | |
Drawdown | 62% / 62% |
Drawdown duration | 1.5 / 1,5 m. |