Average year | -96% |
---|---|
Return over 1,5 m. | -31% |
Average month | -23.1% |
Last day | 0% |
Last month | -21.6% |
Max. Drawdown | 74% |
Worst day | 46% |
Max. leverage | 1:201 |
Stand. deviation | 93.5% |
Downside Deviation | 41.1% |
Best day | 39% |
Volatility | 23.8% |
Return / Risk | -1.3 |
Calmar ratio | -0.31 |
Sharpe ratio | -0.2553 |
Sortino ratio | -0.5812 |
Shvager ratio | 1.03 |
Prefer horizon | 3 m. |
Longest drawdown | 1 m. |
Calculation period | 1,5 m. |
Trade days | 15 (47%) |
History | 1,5 m. |
Current stats | |
Drawdown | 37% / 74% |
Drawdown duration | 1 / 1 m. |