Average year | -77% |
---|---|
Return over 2 m. | -24% |
Average month | -11.5% |
Last day | -46.6% |
Last month | -52.5% |
Max. Drawdown | 69% |
Worst day | 69% |
Max. leverage | 1:694 |
Stand. deviation | 39.1% |
Downside Deviation | 16.3% |
Best day | 13% |
Volatility | 6.6% |
Return / Risk | -1.1 |
Calmar ratio | -0.167 |
Sharpe ratio | -0.3146 |
Sortino ratio | -0.7557 |
Shvager ratio | 0.329 |
Prefer horizon | 3 m. |
Longest drawdown | 4 d. |
Calculation period | 2 m. |
Trade days | 49 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 62% / 69% |
Drawdown duration | 4 / 4 d. |