Average year | -38% |
---|---|
Return over 2 m. | -8% |
Average month | -3.9% |
Last day | 0% |
Last month | 113.3% |
Max. Drawdown | 85% |
Worst day | 49% |
Max. leverage | 1:138 |
Stand. deviation | 75.2% |
Downside Deviation | 25.9% |
Best day | 42% |
Volatility | 27.2% |
Return / Risk | -0.5 |
Calmar ratio | -0.0464 |
Sharpe ratio | -0.0627 |
Sortino ratio | -0.1823 |
Shvager ratio | 1.01 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 35 (74%) |
History | 2 m. |
Current stats | |
Drawdown | 10% / 85% |
Drawdown duration | 1.5 / 1,5 m. |