Average year | -99% |
---|---|
Return over 1,5 m. | -46% |
Average month | -30.2% |
Last day | 0% |
Last month | -48.4% |
Max. Drawdown | 56% |
Worst day | 54% |
Max. leverage | 1:421 |
Stand. deviation | 51.1% |
Downside Deviation | 32% |
Best day | 2% |
Volatility | 9.6% |
Return / Risk | -1.7 |
Calmar ratio | -0.5343 |
Sharpe ratio | -0.6059 |
Sortino ratio | -0.967 |
Shvager ratio | 0.099 |
Prefer horizon | 3 m. |
Longest drawdown | 15 d. |
Calculation period | 1,5 m. |
Trade days | 12 (31%) |
History | 1,5 m. |
Current stats | |
Drawdown | 51% / 56% |
Drawdown duration | 3 / 15 d. |