Average year | -92% |
---|---|
Return over 2 m. | -34% |
Average month | -19% |
Last day | -16.1% |
Last month | -23.1% |
Max. Drawdown | 35% |
Worst day | 17% |
Max. leverage | 1:83 |
Stand. deviation | 7.7% |
Downside Deviation | 19.7% |
Best day | 11% |
Volatility | 8.5% |
Return / Risk | -2.6 |
Calmar ratio | -0.5352 |
Sharpe ratio | -2.5738 |
Sortino ratio | -1.0045 |
Shvager ratio | 0.702 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 23 (53%) |
History | 2 m. |
Current stats | |
Drawdown | 35% / 35% |
Drawdown duration | 15 d. / 1 m. |