Average year | -87% |
---|---|
Return over 2,5 m. | -36% |
Average month | -15.8% |
Last day | 0% |
Last month | -14.1% |
Max. Drawdown | 52% |
Worst day | 22% |
Max. leverage | 1:121 |
Stand. deviation | 42.5% |
Downside Deviation | 25.2% |
Best day | 10% |
Volatility | 8.8% |
Return / Risk | -1.7 |
Calmar ratio | -0.3042 |
Sharpe ratio | -0.39 |
Sortino ratio | -0.6588 |
Shvager ratio | 0.583 |
Prefer horizon | 3 m. |
Longest drawdown | 2 m. |
Calculation period | 2,5 m. |
Trade days | 38 (67%) |
History | 2,5 m. |
Current stats | |
Drawdown | 38% / 52% |
Drawdown duration | 2 / 2 m. |