Average year | -93% |
---|---|
Return over 2 m. | -36% |
Average month | -19.6% |
Last day | 0% |
Last month | -53.9% |
Max. Drawdown | 58% |
Worst day | 42% |
Max. leverage | 1:43 |
Stand. deviation | 114.7% |
Downside Deviation | 38.3% |
Best day | 22% |
Volatility | 20.1% |
Return / Risk | -1.6 |
Calmar ratio | -0.3392 |
Sharpe ratio | -0.1782 |
Sortino ratio | -0.5342 |
Shvager ratio | 1.168 |
Prefer horizon | 3 m. |
Longest drawdown | 26 d. |
Calculation period | 2 m. |
Trade days | 22 (51%) |
History | 2 m. |
Current stats | |
Drawdown | 55% / 58% |
Drawdown duration | 13 / 26 d. |