Average year | -100% |
---|---|
Return over 1 m. | -53% |
Average month | -49.1% |
Last day | 0% |
Last month | -53.9% |
Max. Drawdown | 56% |
Worst day | 43% |
Max. leverage | 1:175 |
Stand. deviation | 23.9% |
Downside Deviation | 24.3% |
Best day | 8% |
Volatility | 12.7% |
Return / Risk | -1.8 |
Calmar ratio | -0.8777 |
Sharpe ratio | -2.0829 |
Sortino ratio | -2.0509 |
Shvager ratio | 0.184 |
Prefer horizon | 3 m. |
Longest drawdown | 23 d. |
Calculation period | 1 m. |
Trade days | 15 (60%) |
History | 1 m. |
Current stats | |
Drawdown | 55% / 56% |
Drawdown duration | 23 / 23 d. |