Average year | -100% |
---|---|
Return over 3 m. | -94% |
Average month | -63% |
Last day | -83.8% |
Last month | -83.8% |
Max. Drawdown | 94% |
Worst day | 84% |
Max. leverage | 1:741 |
Stand. deviation | 57.8% |
Downside Deviation | 58.6% |
Best day | 41% |
Volatility | 14.8% |
Return / Risk | -1.1 |
Calmar ratio | -0.6711 |
Sharpe ratio | -1.1049 |
Sortino ratio | -1.0898 |
Shvager ratio | 0.697 |
Prefer horizon | 3 m. |
Longest drawdown | 3 m. |
Calculation period | 3 m. |
Trade days | 54 (89%) |
History | 3 m. |
Current stats | |
Drawdown | 94% / 94% |
Drawdown duration | 3 / 3 m. |