Average year | -90% |
---|---|
Return over 1 m. | -19% |
Average month | -17.5% |
Last day | -10.9% |
Last month | -0.8% |
Max. Drawdown | 47% |
Worst day | 28% |
Max. leverage | 1:107 |
Stand. deviation | 47.7% |
Downside Deviation | 31.5% |
Best day | 40% |
Volatility | 24.6% |
Return / Risk | -1.9 |
Calmar ratio | -0.3753 |
Sharpe ratio | -0.3829 |
Sortino ratio | -0.5797 |
Shvager ratio | 1.194 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1 m. |
Trade days | 13 (52%) |
History | 1 m. |
Current stats | |
Drawdown | 30% / 47% |
Drawdown duration | 1 / 1 m. |