Average year | -99% |
---|---|
Return over 1 m. | -37% |
Average month | -33.2% |
Last day | -0.7% |
Last month | -23.6% |
Max. Drawdown | 48% |
Worst day | 25% |
Max. leverage | 1:163 |
Stand. deviation | 47.5% |
Downside Deviation | 32.9% |
Best day | 11% |
Volatility | 11.4% |
Return / Risk | -2.1 |
Calmar ratio | -0.6891 |
Sharpe ratio | -0.7148 |
Sortino ratio | -1.0316 |
Shvager ratio | 0.566 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1 m. |
Trade days | 16 (62%) |
History | 1 m. |
Current stats | |
Drawdown | 42% / 48% |
Drawdown duration | 1 / 1 m. |