Average year | -100% |
---|---|
Return over 1 m. | -42% |
Average month | -38% |
Last day | 9.4% |
Last month | -41.9% |
Max. Drawdown | 62% |
Worst day | 39% |
Max. leverage | 1:198 |
Stand. deviation | 59.5% |
Downside Deviation | 37.9% |
Best day | 9% |
Volatility | 12.4% |
Return / Risk | -1.6 |
Calmar ratio | -0.6143 |
Sharpe ratio | -0.6508 |
Sortino ratio | -1.0231 |
Shvager ratio | 0.422 |
Prefer horizon | 3 m. |
Longest drawdown | 10 d. |
Calculation period | 1 m. |
Trade days | 20 (87%) |
History | 1 m. |
Current stats | |
Drawdown | 55% / 62% |
Drawdown duration | 10 / 10 d. |