Average year | -100% |
---|---|
Return over 1 m. | -96% |
Average month | -94.6% |
Last day | 4.3% |
Last month | -96.9% |
Max. Drawdown | 97% |
Worst day | 92% |
Max. leverage | 1:590 |
Stand. deviation | 137.3% |
Downside Deviation | 61% |
Best day | 71% |
Volatility | 41.2% |
Return / Risk | -1 |
Calmar ratio | -0.9712 |
Sharpe ratio | -0.695 |
Sortino ratio | -1.5631 |
Shvager ratio | 0.943 |
Prefer horizon | 3 m. |
Longest drawdown | 29 d. |
Calculation period | 1 m. |
Trade days | 25 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 29 / 29 d. |