Average year | -86% |
---|---|
Return over 1 m. | -18% |
Average month | -15.1% |
Last day | -21.6% |
Last month | -19.1% |
Max. Drawdown | 54% |
Worst day | 36% |
Max. leverage | 1:26 |
Stand. deviation | 48.2% |
Downside Deviation | 17.2% |
Best day | 24% |
Volatility | 15.2% |
Return / Risk | -1.6 |
Calmar ratio | -0.2817 |
Sharpe ratio | -0.3302 |
Sortino ratio | -0.9238 |
Shvager ratio | 0.782 |
Prefer horizon | 3 m. |
Longest drawdown | 4 d. |
Calculation period | 1 m. |
Trade days | 18 (64%) |
History | 1 m. |
Current stats | |
Drawdown | 45% / 54% |
Drawdown duration | 2 / 4 d. |