Average year | -100% |
---|---|
Return over 2 m. | -71% |
Average month | -42.7% |
Last day | -59.3% |
Last month | -59.9% |
Max. Drawdown | 93% |
Worst day | 91% |
Max. leverage | 1:724 |
Stand. deviation | 24.5% |
Downside Deviation | 26.6% |
Best day | 6% |
Volatility | 9.5% |
Return / Risk | -1.1 |
Calmar ratio | -0.4583 |
Sharpe ratio | -1.7739 |
Sortino ratio | -1.6399 |
Shvager ratio | 0.107 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 24 (49%) |
History | 2 m. |
Current stats | |
Drawdown | 71% / 93% |
Drawdown duration | 2 / 2 m. |