Average year | -98% |
---|---|
Return over 2 m. | -49% |
Average month | -27.3% |
Last day | -1.7% |
Last month | -36.6% |
Max. Drawdown | 59% |
Worst day | 31% |
Max. leverage | 1:398 |
Stand. deviation | 40.6% |
Downside Deviation | 33.7% |
Best day | 11% |
Volatility | 6.6% |
Return / Risk | -1.6 |
Calmar ratio | -0.4597 |
Sharpe ratio | -0.6922 |
Sortino ratio | -0.8351 |
Shvager ratio | 0.615 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2 m. |
Trade days | 46 (100%) |
History | 2 m. |
Current stats | |
Drawdown | 51% / 59% |
Drawdown duration | 2 / 2 m. |