Average year | -100% |
---|---|
Return over 1 m. | -82% |
Average month | -77.5% |
Last day | -22% |
Last month | -79.4% |
Max. Drawdown | 82% |
Worst day | 28% |
Max. leverage | 1:172 |
Stand. deviation | 110.8% |
Downside Deviation | 58.5% |
Best day | 6% |
Volatility | 15.3% |
Return / Risk | -1.2 |
Calmar ratio | -0.9478 |
Sharpe ratio | -0.7068 |
Sortino ratio | -1.3399 |
Shvager ratio | 0.486 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1 m. |
Trade days | 25 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 82% / 82% |
Drawdown duration | 1 / 1 m. |