Average year | -51% |
---|---|
Return over 4 d. | -1% |
Average month | -5.7% |
Last day | 0% |
Max. Drawdown | 2% |
Worst day | 1% |
Max. leverage | 1:11 |
Stand. deviation | — |
Downside Deviation | 1.8% |
Best day | 0% |
Volatility | 2% |
Return / Risk | -22.3 |
Calmar ratio | -2.5209 |
Sharpe ratio | 0 |
Sortino ratio | -3.5887 |
Shvager ratio | 1.243 |
Prefer horizon | 3 m. |
Longest drawdown | 1 d. |
Calculation period | 4 d. |
Trade days | 1 (25%) |
History | 4 d. |
Current stats | |
Drawdown | 2% / 2% |
Drawdown duration | 1 / 1 d. |
Max. leverage | 11 / 100 |
Worst day | 1 / 80% |