Average year | -99% |
---|---|
Return over 1 m. | -38% |
Average month | -32.7% |
Last day | -50.3% |
Last month | -38.4% |
Max. Drawdown | 68% |
Worst day | 59% |
Max. leverage | 1:343 |
Stand. deviation | 20.9% |
Downside Deviation | 16.9% |
Best day | 31% |
Volatility | 36.6% |
Return / Risk | -1.4 |
Calmar ratio | -0.4775 |
Sharpe ratio | -1.5983 |
Sortino ratio | -1.978 |
Shvager ratio | 2.488 |
Prefer horizon | 3 m. |
Longest drawdown | 11 d. |
Calculation period | 1 m. |
Trade days | 4 (15%) |
History | 1 m. |
Current stats | |
Drawdown | 0% / 68% |
Drawdown duration | — / 11 d. |