Average year | -100% |
---|---|
Return over 1,5 m. | -62% |
Average month | -48.1% |
Last day | 0% |
Last month | -61.9% |
Max. Drawdown | 65% |
Worst day | 17% |
Max. leverage | 1:145 |
Stand. deviation | 23.7% |
Downside Deviation | 38% |
Best day | 4% |
Volatility | 8.6% |
Return / Risk | -1.5 |
Calmar ratio | -0.7406 |
Sharpe ratio | -2.0623 |
Sortino ratio | -1.2882 |
Shvager ratio | 0.543 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 27 (82%) |
History | 1,5 m. |
Current stats | |
Drawdown | 65% / 65% |
Drawdown duration | 1 / 1 m. |