Average year | -100% |
---|---|
Return over 3 m. | -85% |
Average month | -49.3% |
Last day | 5.7% |
Last month | -78.9% |
Max. Drawdown | 91% |
Worst day | 50% |
Max. leverage | 1:436 |
Stand. deviation | 74.3% |
Downside Deviation | 47.1% |
Best day | 81% |
Volatility | 17.8% |
Return / Risk | -1.1 |
Calmar ratio | -0.5403 |
Sharpe ratio | -0.6736 |
Sortino ratio | -1.063 |
Shvager ratio | 1.013 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 3 m. |
Trade days | 61 (100%) |
History | 3 m. |
Current stats | |
Drawdown | 89% / 91% |
Drawdown duration | 1 / 1 m. |