Average year | -93% |
---|---|
Return over 1 m. | -24% |
Average month | -19.7% |
Last day | 14.7% |
Last month | -5.7% |
Max. Drawdown | 61% |
Worst day | 43% |
Max. leverage | 1:183 |
Stand. deviation | 64.3% |
Downside Deviation | 35.9% |
Best day | 65% |
Volatility | 24.2% |
Return / Risk | -1.5 |
Calmar ratio | -0.3241 |
Sharpe ratio | -0.3195 |
Sortino ratio | -0.5729 |
Shvager ratio | 0.917 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1 m. |
Trade days | 27 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 26% / 61% |
Drawdown duration | 1 / 1 m. |