Average year | -100% |
---|---|
Return over 2 m. | -99% |
Average month | -92.2% |
Last day | -73% |
Last month | -97.9% |
Max. Drawdown | 99% |
Worst day | 77% |
Max. leverage | 1:549 |
Stand. deviation | 467.1% |
Downside Deviation | 81.6% |
Best day | 43% |
Volatility | 30.4% |
Return / Risk | -1 |
Calmar ratio | -0.9288 |
Sharpe ratio | -0.1992 |
Sortino ratio | -1.1405 |
Shvager ratio | 0.677 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 40 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 99% / 99% |
Drawdown duration | 2 / 2 m. |