Average year | -100% |
---|---|
Return over 1 m. | -58% |
Average month | -50.3% |
Last day | -71.6% |
Last month | -57.6% |
Max. Drawdown | 79% |
Worst day | 79% |
Max. leverage | 1:303 |
Stand. deviation | 40% |
Downside Deviation | 25.2% |
Best day | 40% |
Volatility | 58.1% |
Return / Risk | -1.3 |
Calmar ratio | -0.6354 |
Sharpe ratio | -1.2786 |
Sortino ratio | -2.0312 |
Shvager ratio | 0.809 |
Prefer horizon | 3 m. |
Longest drawdown | 11 d. |
Calculation period | 1 m. |
Trade days | 4 (15%) |
History | 1 m. |
Current stats | |
Drawdown | 0% / 79% |
Drawdown duration | — / 11 d. |