Average year | -97% |
---|---|
Return over 2 m. | -48% |
Average month | -25.2% |
Last day | -23.3% |
Last month | -36.1% |
Max. Drawdown | 57% |
Worst day | 28% |
Max. leverage | 1:55 |
Stand. deviation | 22.4% |
Downside Deviation | 21.6% |
Best day | 12% |
Volatility | 13.5% |
Return / Risk | -1.7 |
Calmar ratio | -0.4436 |
Sharpe ratio | -1.1599 |
Sortino ratio | -1.2031 |
Shvager ratio | 0.562 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 18 (37%) |
History | 2 m. |
Current stats | |
Drawdown | 54% / 57% |
Drawdown duration | 1 / 1 m. |