Average year | -94% |
---|---|
Return over 1 m. | -23% |
Average month | -21.3% |
Last day | -22.6% |
Last month | -22.4% |
Max. Drawdown | 50% |
Worst day | 44% |
Max. leverage | 1:389 |
Stand. deviation | 14% |
Downside Deviation | 8.3% |
Best day | 21% |
Volatility | 13.3% |
Return / Risk | -1.9 |
Calmar ratio | -0.4274 |
Sharpe ratio | -1.5757 |
Sortino ratio | -2.6736 |
Shvager ratio | 0.469 |
Prefer horizon | 3 m. |
Longest drawdown | 25 d. |
Calculation period | 1 m. |
Trade days | 23 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 29% / 50% |
Drawdown duration | 1 / 25 d. |