Average year | -100% |
---|---|
Return over 1 m. | -87% |
Average month | -81.2% |
Last day | 0% |
Last month | -87.8% |
Max. Drawdown | 99% |
Worst day | 91% |
Max. leverage | 1:775 |
Stand. deviation | 220.8% |
Downside Deviation | 71.9% |
Best day | 143% |
Volatility | 46.1% |
Return / Risk | -1 |
Calmar ratio | -0.8231 |
Sharpe ratio | -0.3713 |
Sortino ratio | -1.1397 |
Shvager ratio | 0.93 |
Prefer horizon | 3 m. |
Longest drawdown | 16 d. |
Calculation period | 1 m. |
Trade days | 21 (78%) |
History | 1 m. |
Current stats | |
Drawdown | 91% / 99% |
Drawdown duration | 16 / 16 d. |