Average year | -100% |
---|---|
Return over 1 m. | -78% |
Average month | -76.5% |
Last day | 0% |
Last month | -80.8% |
Max. Drawdown | 84% |
Worst day | 32% |
Max. leverage | 1:69 |
Stand. deviation | 340.6% |
Downside Deviation | 77.1% |
Best day | 20% |
Volatility | 23.4% |
Return / Risk | -1.2 |
Calmar ratio | -0.9112 |
Sharpe ratio | -0.227 |
Sortino ratio | -1.0032 |
Shvager ratio | 0.288 |
Prefer horizon | 3 m. |
Longest drawdown | 27 d. |
Calculation period | 1 m. |
Trade days | 20 (87%) |
History | 1 m. |
Current stats | |
Drawdown | 84% / 84% |
Drawdown duration | 27 / 27 d. |