Average year | -99% |
---|---|
Return over 1 m. | -34% |
Average month | -32.5% |
Last day | 0% |
Last month | -33.7% |
Max. Drawdown | 58% |
Worst day | 36% |
Max. leverage | 1:174 |
Stand. deviation | 49.6% |
Downside Deviation | 33.8% |
Best day | 10% |
Volatility | 10.3% |
Return / Risk | -1.7 |
Calmar ratio | -0.5641 |
Sharpe ratio | -0.6724 |
Sortino ratio | -0.9868 |
Shvager ratio | 0.405 |
Prefer horizon | 3 m. |
Longest drawdown | 22 d. |
Calculation period | 1 m. |
Trade days | 20 (95%) |
History | 1 m. |
Current stats | |
Drawdown | 38% / 58% |
Drawdown duration | 22 / 22 d. |