Average year | -100% |
---|---|
Return over 1 m. | -95% |
Average month | -92.6% |
Last day | -4.5% |
Last month | -93.4% |
Max. Drawdown | 96% |
Worst day | 56% |
Max. leverage | 1:61 |
Stand. deviation | 451.8% |
Downside Deviation | 84.5% |
Best day | 24% |
Volatility | 30.5% |
Return / Risk | -1 |
Calmar ratio | -0.9659 |
Sharpe ratio | -0.2068 |
Sortino ratio | -1.1061 |
Shvager ratio | 0.492 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1 m. |
Trade days | 26 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 96% / 96% |
Drawdown duration | 1 / 1 m. |