Average year | -91% |
---|---|
Return over 1,5 m. | -27% |
Average month | -18.1% |
Last day | 0% |
Last month | -18.1% |
Max. Drawdown | 55% |
Worst day | 42% |
Max. leverage | 1:176 |
Stand. deviation | 7.9% |
Downside Deviation | 14.4% |
Best day | 11% |
Volatility | 9.2% |
Return / Risk | -1.7 |
Calmar ratio | -0.3326 |
Sharpe ratio | -2.405 |
Sortino ratio | -1.3145 |
Shvager ratio | 0.431 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 32 (91%) |
History | 1,5 m. |
Current stats | |
Drawdown | 50% / 55% |
Drawdown duration | 1 / 1 m. |