| Average year | -50% |
|---|---|
| Return over 5,5 m. | -27% |
| Average month | -5.6% |
| Last day | 0% |
| Last month | -10.7% |
| Last 3 months | -14.2% |
| Max. Drawdown | 29% |
| Worst day | 7% |
| Max. leverage | 1:17 |
| Stand. deviation | 8.3% |
| Downside Deviation | 9% |
| Best day | 4% |
| Volatility | 2.5% |
| Return / Risk | -1.7 |
| Calmar ratio | -0.1961 |
| Sharpe ratio | -0.777 |
| Sortino ratio | -0.7156 |
| Shvager ratio | 0.75 |
| Prefer horizon | 6 m. |
| Longest drawdown | 5 m. |
| Calculation period | 5,5 m. |
| Trade days | 93 (77%) |
| History | 5,5 m. |
| Current stats | |
| Drawdown | 29% / 29% |
| Drawdown duration | 5 / 5 m. |
0.8
Forex-ABC Forex-ABC
Conservative PAMM-account for medium and long term investments in the rubles
Forex-ABC
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