Average year | -100% |
---|---|
Return over 1 m. | -50% |
Average month | -48.1% |
Last day | 0% |
Last month | -51.6% |
Max. Drawdown | 59% |
Worst day | 36% |
Max. leverage | 1:86 |
Stand. deviation | 95.5% |
Downside Deviation | 49.3% |
Best day | 13% |
Volatility | 15.1% |
Return / Risk | -1.7 |
Calmar ratio | -0.8083 |
Sharpe ratio | -0.5114 |
Sortino ratio | -0.9912 |
Shvager ratio | 0.617 |
Prefer horizon | 3 m. |
Longest drawdown | 29 d. |
Calculation period | 1 m. |
Trade days | 23 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 57% / 59% |
Drawdown duration | 29 / 29 d. |