Average year | -100% |
---|---|
Return over 2 m. | -86% |
Average month | -63.5% |
Last day | -31.2% |
Last month | -26.4% |
Max. Drawdown | 89% |
Worst day | 72% |
Max. leverage | 1:157 |
Stand. deviation | 136.4% |
Downside Deviation | 61.9% |
Best day | 48% |
Volatility | 24% |
Return / Risk | -1.1 |
Calmar ratio | -0.715 |
Sharpe ratio | -0.4717 |
Sortino ratio | -1.0396 |
Shvager ratio | 1.114 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 39 (93%) |
History | 2 m. |
Current stats | |
Drawdown | 87% / 89% |
Drawdown duration | 2 / 2 m. |