Average year | -99% |
---|---|
Return over 1 m. | -39% |
Average month | -33% |
Last day | -44.1% |
Last month | -40.6% |
Max. Drawdown | 46% |
Worst day | 44% |
Max. leverage | 1:174 |
Stand. deviation | 29.5% |
Downside Deviation | 19.2% |
Best day | 4% |
Volatility | 6.3% |
Return / Risk | -2.2 |
Calmar ratio | -0.7192 |
Sharpe ratio | -1.1458 |
Sortino ratio | -1.7632 |
Shvager ratio | 0.311 |
Prefer horizon | 3 m. |
Longest drawdown | 16 d. |
Calculation period | 1 m. |
Trade days | 27 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 45% / 46% |
Drawdown duration | 1 / 16 d. |