Average year | -99% |
---|---|
Return over 11 d. | -14% |
Average month | -31.6% |
Last day | -1.2% |
Max. Drawdown | 28% |
Worst day | 14% |
Max. leverage | 1:136 |
Stand. deviation | — |
Downside Deviation | 15.2% |
Best day | 12% |
Volatility | 9.1% |
Return / Risk | -3.6 |
Calmar ratio | -1.1379 |
Sharpe ratio | 0 |
Sortino ratio | -2.1329 |
Shvager ratio | 0.666 |
Prefer horizon | 3 m. |
Longest drawdown | 9 d. |
Calculation period | 11 d. |
Trade days | 9 (100%) |
History | 11 d. |
Current stats | |
Drawdown | 28% / 28% |
Drawdown duration | 9 / 9 d. |
Max. leverage | 136 / 1,000 |