Average year | -97% |
---|---|
Return over 2 m. | -47% |
Average month | -25.5% |
Last day | 0% |
Last month | -24.3% |
Max. Drawdown | 66% |
Worst day | 23% |
Max. leverage | 1:21 |
Stand. deviation | 20% |
Downside Deviation | 19.9% |
Best day | 13% |
Volatility | 11.8% |
Return / Risk | -1.5 |
Calmar ratio | -0.3877 |
Sharpe ratio | -1.3173 |
Sortino ratio | -1.3227 |
Shvager ratio | 0.893 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 38 (81%) |
History | 2 m. |
Current stats | |
Drawdown | 63% / 66% |
Drawdown duration | 1.5 / 1,5 m. |