Average year | -100% |
---|---|
Return over 1 m. | -96% |
Average month | -91.6% |
Last day | -6.3% |
Last month | -95.6% |
Max. Drawdown | 97% |
Worst day | 69% |
Max. leverage | 1:313 |
Stand. deviation | 998.5% |
Downside Deviation | 84.9% |
Best day | 27% |
Volatility | 27.8% |
Return / Risk | -1 |
Calmar ratio | -0.9479 |
Sharpe ratio | -0.0925 |
Sortino ratio | -1.0879 |
Shvager ratio | 0.941 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1 m. |
Trade days | 28 (97%) |
History | 1 m. |
Current stats | |
Drawdown | 96% / 97% |
Drawdown duration | 1 / 1 m. |