Average year | -100% |
---|---|
Return over 1 m. | -96% |
Average month | -95.7% |
Last day | -77% |
Last month | -95.6% |
Max. Drawdown | 98% |
Worst day | 96% |
Max. leverage | 1:510 |
Stand. deviation | 475.5% |
Downside Deviation | 84.5% |
Best day | 20% |
Volatility | 23.2% |
Return / Risk | -1 |
Calmar ratio | -0.9769 |
Sharpe ratio | -0.203 |
Sortino ratio | -1.142 |
Shvager ratio | 0.581 |
Prefer horizon | 3 m. |
Longest drawdown | 10 d. |
Calculation period | 1 m. |
Trade days | 24 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 98% / 98% |
Drawdown duration | 4 / 10 d. |