| Average year | -60% |
|---|---|
| Return over 4,5 m. | -29% |
| Average month | -7.4% |
| Last day | 0% |
| Last month | 0.1% |
| Last 3 months | -32.9% |
| Max. Drawdown | 44% |
| Worst day | 9% |
| Max. leverage | 1:10 |
| Stand. deviation | 17.8% |
| Downside Deviation | 13.8% |
| Best day | 6% |
| Volatility | 4% |
| Return / Risk | -1.4 |
| Calmar ratio | -0.1701 |
| Sharpe ratio | -0.4621 |
| Sortino ratio | -0.5963 |
| Shvager ratio | 0.825 |
| Prefer horizon | 3 m. |
| Longest drawdown | 3 m. |
| Calculation period | 4,5 m. |
| Trade days | 63 (66%) |
| History | 4,5 m. |
| Current stats | |
| Drawdown | 40% / 44% |
| Drawdown duration | 3 / 3 m. |
0.4
Tandem2 Trend System
Conservative PAMM-account for medium and long term investments in the rubles
Tandem2
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