Average year | -93% |
---|---|
Return over 2 m. | -34% |
Average month | -20.2% |
Last day | 0% |
Last month | -31.5% |
Max. Drawdown | 44% |
Worst day | 25% |
Max. leverage | 1:196 |
Stand. deviation | 3.8% |
Downside Deviation | 19.7% |
Best day | 3% |
Volatility | 5.3% |
Return / Risk | -2.1 |
Calmar ratio | -0.4597 |
Sharpe ratio | -5.5213 |
Sortino ratio | -1.0651 |
Shvager ratio | 0.333 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 2 m. |
Trade days | 26 (62%) |
History | 2 m. |
Current stats | |
Drawdown | 40% / 44% |
Drawdown duration | 1.5 / 1,5 m. |