Average year | -100% |
---|---|
Return over 2 m. | -95% |
Average month | -76.5% |
Last day | 0.4% |
Last month | -90.3% |
Max. Drawdown | 97% |
Worst day | 53% |
Max. leverage | 1:199 |
Stand. deviation | 132.3% |
Downside Deviation | 73.4% |
Best day | 57% |
Volatility | 29.9% |
Return / Risk | -1 |
Calmar ratio | -0.7892 |
Sharpe ratio | -0.5839 |
Sortino ratio | -1.0531 |
Shvager ratio | 0.611 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 45 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 97% / 97% |
Drawdown duration | 2 / 2 m. |