Average year | -90% |
---|---|
Return over 1,5 m. | -26% |
Average month | -17.5% |
Last day | 3.9% |
Last month | -40% |
Max. Drawdown | 52% |
Worst day | 9% |
Max. leverage | 1:159 |
Stand. deviation | 6.9% |
Downside Deviation | 13.8% |
Best day | 25% |
Volatility | 6.9% |
Return / Risk | -1.7 |
Calmar ratio | -0.3384 |
Sharpe ratio | -2.6535 |
Sortino ratio | -1.3187 |
Shvager ratio | 1.482 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 29 (88%) |
History | 1,5 m. |
Current stats | |
Drawdown | 49% / 52% |
Drawdown duration | 1 / 1 m. |