Average year | -86% |
---|---|
Return over 2 m. | -26% |
Average month | -15.1% |
Last day | 110.6% |
Last month | -48.2% |
Max. Drawdown | 96% |
Worst day | 81% |
Max. leverage | 1:201 |
Stand. deviation | 70% |
Downside Deviation | 29.1% |
Best day | 111% |
Volatility | 36.9% |
Return / Risk | -0.9 |
Calmar ratio | -0.1573 |
Sharpe ratio | -0.2267 |
Sortino ratio | -0.5462 |
Shvager ratio | 1.345 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 36 (92%) |
History | 2 m. |
Current stats | |
Drawdown | 52% / 96% |
Drawdown duration | 1 / 1 m. |