Average year | -100% |
---|---|
Return over 1 m. | -71% |
Average month | -66.5% |
Last day | 0% |
Last month | -72.4% |
Max. Drawdown | 90% |
Worst day | 79% |
Max. leverage | 1:578 |
Stand. deviation | 265% |
Downside Deviation | 70.6% |
Best day | 31% |
Volatility | 24.3% |
Return / Risk | -1.1 |
Calmar ratio | -0.7421 |
Sharpe ratio | -0.2542 |
Sortino ratio | -0.9545 |
Shvager ratio | 0.629 |
Prefer horizon | 3 m. |
Longest drawdown | 19 d. |
Calculation period | 1 m. |
Trade days | 21 (84%) |
History | 1 m. |
Current stats | |
Drawdown | 77% / 90% |
Drawdown duration | 19 / 19 d. |