Average year | -100% |
---|---|
Return over 1 m. | -98% |
Average month | -95.3% |
Last day | -40% |
Last month | -97% |
Max. Drawdown | 98% |
Worst day | 53% |
Max. leverage | 1:371 |
Stand. deviation | 271.4% |
Downside Deviation | 84.1% |
Best day | 89% |
Volatility | 39.5% |
Return / Risk | -1 |
Calmar ratio | -0.9696 |
Sharpe ratio | -0.3543 |
Sortino ratio | -1.1431 |
Shvager ratio | 0.686 |
Prefer horizon | 3 m. |
Longest drawdown | 22 d. |
Calculation period | 1 m. |
Trade days | 26 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 22 / 22 d. |