Average year | -99% |
---|---|
Return over 2 m. | -59% |
Average month | -34.7% |
Last day | 13.3% |
Last month | -49.7% |
Max. Drawdown | 89% |
Worst day | 58% |
Max. leverage | 1:212 |
Stand. deviation | 124.1% |
Downside Deviation | 48.6% |
Best day | 21% |
Volatility | 13.4% |
Return / Risk | -1.1 |
Calmar ratio | -0.3912 |
Sharpe ratio | -0.2863 |
Sortino ratio | -0.731 |
Shvager ratio | 0.656 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 44 (94%) |
History | 2 m. |
Current stats | |
Drawdown | 64% / 89% |
Drawdown duration | 1 / 1 m. |