Average year | -100% |
---|---|
Return over 1 m. | -97% |
Average month | -94.7% |
Last day | 6.5% |
Last month | -95.9% |
Max. Drawdown | 98% |
Worst day | 86% |
Max. leverage | 1:136 |
Stand. deviation | 797.7% |
Downside Deviation | 88.8% |
Best day | 42% |
Volatility | 37.3% |
Return / Risk | -1 |
Calmar ratio | -0.9676 |
Sharpe ratio | -0.1198 |
Sortino ratio | -1.0762 |
Shvager ratio | 0.848 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1 m. |
Trade days | 27 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 1 / 1 m. |