Sharpe Ratio
0.49
Risk-adjusted return metric. >1.0 is good, >2.0 is very good. Measures excess return per unit of risk (volatility).
Sortino Ratio
3.68
Like Sharpe but only penalizes downside volatility. Better for strategies with asymmetric returns. Higher is better.
Max Drawdown
90.9%
Largest peak-to-trough decline. Indicates worst-case scenario for portfolio loss. Lower is better for risk management.
Volatility
516.9%
Annualized standard deviation of returns. Measures price fluctuation intensity. Lower = more stable.