Average year | -98% |
---|---|
Return over 2 m. | -46% |
Average month | -28.4% |
Last day | -34.4% |
Last month | -40.6% |
Max. Drawdown | 54% |
Worst day | 36% |
Max. leverage | 1:115 |
Stand. deviation | 43.5% |
Downside Deviation | 31.1% |
Best day | 12% |
Volatility | 7.6% |
Return / Risk | -1.8 |
Calmar ratio | -0.5283 |
Sharpe ratio | -0.6719 |
Sortino ratio | -0.9384 |
Shvager ratio | 0.534 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 2 m. |
Trade days | 39 (98%) |
History | 2 m. |
Current stats | |
Drawdown | 53% / 54% |
Drawdown duration | 1 / 1 m. |