Average year | -100% |
---|---|
Return over 1 m. | -41% |
Average month | -36.3% |
Last day | 0.8% |
Last month | -41.3% |
Max. Drawdown | 55% |
Worst day | 28% |
Max. leverage | 1:90 |
Stand. deviation | 45.2% |
Downside Deviation | 32.8% |
Best day | 13% |
Volatility | 13% |
Return / Risk | -1.8 |
Calmar ratio | -0.6571 |
Sharpe ratio | -0.8207 |
Sortino ratio | -1.1317 |
Shvager ratio | 0.574 |
Prefer horizon | 3 m. |
Longest drawdown | 28 d. |
Calculation period | 1 m. |
Trade days | 24 (89%) |
History | 1 m. |
Current stats | |
Drawdown | 53% / 55% |
Drawdown duration | 28 / 28 d. |