Average year | -98% |
---|---|
Return over 1 m. | -32% |
Average month | -28.8% |
Last day | 0% |
Last month | -31.8% |
Max. Drawdown | 62% |
Worst day | 57% |
Max. leverage | 1:384 |
Stand. deviation | 66.5% |
Downside Deviation | 18.5% |
Best day | 35% |
Volatility | 32.9% |
Return / Risk | -1.6 |
Calmar ratio | -0.4625 |
Sharpe ratio | -0.4446 |
Sortino ratio | -1.5989 |
Shvager ratio | 0.834 |
Prefer horizon | 3 m. |
Longest drawdown | 15 d. |
Calculation period | 1 m. |
Trade days | 14 (56%) |
History | 1 m. |
Current stats | |
Drawdown | 62% / 62% |
Drawdown duration | 15 / 15 d. |