Average year | -100% |
---|---|
Return over 1 m. | -59% |
Average month | -51.4% |
Last day | -64.6% |
Last month | -63.8% |
Max. Drawdown | 71% |
Worst day | 65% |
Max. leverage | 1:195 |
Stand. deviation | 59% |
Downside Deviation | 28.2% |
Best day | 6% |
Volatility | 9.4% |
Return / Risk | -1.4 |
Calmar ratio | -0.7239 |
Sharpe ratio | -0.885 |
Sortino ratio | -1.8514 |
Shvager ratio | 0.341 |
Prefer horizon | 3 m. |
Longest drawdown | 15 d. |
Calculation period | 1 m. |
Trade days | 26 (96%) |
History | 1 m. |
Current stats | |
Drawdown | 71% / 71% |
Drawdown duration | 15 / 15 d. |