Average year | -100% |
---|---|
Return over 1 m. | -47% |
Average month | -40.2% |
Last day | 0% |
Last month | -50.3% |
Max. Drawdown | 56% |
Worst day | 19% |
Max. leverage | 1:60 |
Stand. deviation | 24.1% |
Downside Deviation | 26.3% |
Best day | 11% |
Volatility | 10.2% |
Return / Risk | -1.8 |
Calmar ratio | -0.7208 |
Sharpe ratio | -1.7046 |
Sortino ratio | -1.5602 |
Shvager ratio | 0.569 |
Prefer horizon | 3 m. |
Longest drawdown | 24 d. |
Calculation period | 1 m. |
Trade days | 24 (92%) |
History | 1 m. |
Current stats | |
Drawdown | 56% / 56% |
Drawdown duration | 24 / 24 d. |