Average year | -100% |
---|---|
Return over 1 m. | -96% |
Average month | -92.5% |
Last day | -61.5% |
Last month | -96.3% |
Max. Drawdown | 96% |
Worst day | 74% |
Max. leverage | 1:596 |
Stand. deviation | 135.1% |
Downside Deviation | 64.5% |
Best day | 46% |
Volatility | 29.8% |
Return / Risk | -1 |
Calmar ratio | -0.959 |
Sharpe ratio | -0.6906 |
Sortino ratio | -1.4461 |
Shvager ratio | 0.961 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1 m. |
Trade days | 27 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 96% / 96% |
Drawdown duration | 1 / 1 m. |