Average year | -78% |
---|---|
Return over 2 m. | -20% |
Average month | -11.8% |
Last day | -12.5% |
Last month | -31.4% |
Max. Drawdown | 74% |
Worst day | 61% |
Max. leverage | 1:431 |
Stand. deviation | 63.2% |
Downside Deviation | 26.3% |
Best day | 36% |
Volatility | 10.1% |
Return / Risk | -1 |
Calmar ratio | -0.1587 |
Sharpe ratio | -0.1986 |
Sortino ratio | -0.4765 |
Shvager ratio | 0.434 |
Prefer horizon | 3 m. |
Longest drawdown | 7 d. |
Calculation period | 2 m. |
Trade days | 39 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 55% / 74% |
Drawdown duration | 7 / 7 d. |