Average year | -100% |
---|---|
Return over 1 m. | -95% |
Average month | -92.6% |
Last day | 0% |
Last month | -94.7% |
Max. Drawdown | 98% |
Worst day | 96% |
Max. leverage | 1:824 |
Stand. deviation | 143.7% |
Downside Deviation | 43.9% |
Best day | 20% |
Volatility | 20.6% |
Return / Risk | -1 |
Calmar ratio | -0.9449 |
Sharpe ratio | -0.6499 |
Sortino ratio | -2.1254 |
Shvager ratio | 0.407 |
Prefer horizon | 3 m. |
Longest drawdown | 27 d. |
Calculation period | 1 m. |
Trade days | 25 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 96% / 98% |
Drawdown duration | 27 / 27 d. |