Average year | -98% |
---|---|
Return over 2,5 m. | -56% |
Average month | -29% |
Last day | 0% |
Last month | -34.3% |
Max. Drawdown | 86% |
Worst day | 57% |
Max. leverage | 1:218 |
Stand. deviation | 17.8% |
Downside Deviation | 27.1% |
Best day | 35% |
Volatility | 8.2% |
Return / Risk | -1.2 |
Calmar ratio | -0.3394 |
Sharpe ratio | -1.6708 |
Sortino ratio | -1.0992 |
Shvager ratio | 0.658 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 51 (98%) |
History | 2,5 m. |
Current stats | |
Drawdown | 77% / 86% |
Drawdown duration | 2 / 2 m. |