Average year | -100% |
---|---|
Return over 1 m. | -93% |
Average month | -91.4% |
Last day | -92.9% |
Last month | -93.2% |
Max. Drawdown | 94% |
Worst day | 94% |
Max. leverage | 1:807 |
Stand. deviation | 105.6% |
Downside Deviation | 27.4% |
Best day | 0% |
Volatility | 39.1% |
Return / Risk | -1.1 |
Calmar ratio | -0.9692 |
Sharpe ratio | -0.8735 |
Sortino ratio | -3.3693 |
Shvager ratio | 0.196 |
Prefer horizon | 3 m. |
Longest drawdown | 4 d. |
Calculation period | 1 m. |
Trade days | 5 (21%) |
History | 1 m. |
Current stats | |
Drawdown | 0% / 94% |
Drawdown duration | — / 4 d. |