Average year | -100% |
---|---|
Return over 3 m. | -96% |
Average month | -66.1% |
Last day | -4.4% |
Last month | -64.1% |
Max. Drawdown | 97% |
Worst day | 47% |
Max. leverage | 1:307 |
Stand. deviation | 25.4% |
Downside Deviation | 66.6% |
Best day | 130% |
Volatility | 28.8% |
Return / Risk | -1 |
Calmar ratio | -0.6812 |
Sharpe ratio | -2.6327 |
Sortino ratio | -1.0043 |
Shvager ratio | 0.972 |
Prefer horizon | 3 m. |
Longest drawdown | 3 m. |
Calculation period | 3 m. |
Trade days | 62 (94%) |
History | 3 m. |
Current stats | |
Drawdown | 96% / 97% |
Drawdown duration | 3 / 3 m. |