Average year | -99% |
---|---|
Return over 1,5 m. | -45% |
Average month | -33.7% |
Last day | 0% |
Last month | -45.5% |
Max. Drawdown | 52% |
Worst day | 51% |
Max. leverage | 1:142 |
Stand. deviation | 34.8% |
Downside Deviation | 26.3% |
Best day | 12% |
Volatility | 62.8% |
Return / Risk | -1.9 |
Calmar ratio | -0.6434 |
Sharpe ratio | -0.992 |
Sortino ratio | -1.3119 |
Shvager ratio | 0.237 |
Prefer horizon | 3 m. |
Longest drawdown | 7 d. |
Calculation period | 1,5 m. |
Trade days | 2 (6%) |
History | 1,5 m. |
Current stats | |
Drawdown | 52% / 52% |
Drawdown duration | 7 / 7 d. |