Average year | -100% |
---|---|
Return over 3 m. | -96% |
Average month | -66.4% |
Last day | -65.7% |
Last month | -87.6% |
Max. Drawdown | 96% |
Worst day | 66% |
Max. leverage | 1:15 |
Stand. deviation | 276.7% |
Downside Deviation | 65.3% |
Best day | 77% |
Volatility | 32.6% |
Return / Risk | -1 |
Calmar ratio | -0.6943 |
Sharpe ratio | -0.2429 |
Sortino ratio | -1.0301 |
Shvager ratio | 1.022 |
Prefer horizon | 3 m. |
Longest drawdown | 3 m. |
Calculation period | 3 m. |
Trade days | 49 (78%) |
History | 3 m. |
Current stats | |
Drawdown | 96% / 96% |
Drawdown duration | 3 / 3 m. |