Average year | -99% |
---|---|
Return over 2 m. | -56% |
Average month | -35.5% |
Last day | -25.1% |
Last month | -68.5% |
Max. Drawdown | 73% |
Worst day | 39% |
Max. leverage | 1:148 |
Stand. deviation | 16.4% |
Downside Deviation | 34.8% |
Best day | 12% |
Volatility | 22.8% |
Return / Risk | -1.4 |
Calmar ratio | -0.4884 |
Sharpe ratio | -2.2097 |
Sortino ratio | -1.0422 |
Shvager ratio | 0.34 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 16 (40%) |
History | 2 m. |
Current stats | |
Drawdown | 73% / 73% |
Drawdown duration | 1 / 1 m. |