| Average year | -100% |
|---|---|
| Return over 28 d. | -84% |
| Average month | -87.6% |
| Last day | -0.1% |
| Max. Drawdown | 98% |
| Worst day | 91% |
| Max. leverage | 1:500 |
| Stand. deviation | — |
| Downside Deviation | 84.5% |
| Best day | 71% |
| Volatility | 69.7% |
| Return / Risk | -1 |
| Calmar ratio | -0.8955 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.046 |
| Shvager ratio | 1.159 |
| Prefer horizon | 3 m. |
| Longest drawdown | 20 d. |
| Calculation period | 28 d. |
| Trade days | 11 (55%) |
| History | 28 d. |
| Current stats | |
| Drawdown | 92% / 98% |
| Drawdown duration | 20 / 20 d. |
0
Puzatiy_2010
Aggressive PAMM-account for medium and long term investments in the dollars
Puzatiy_2010
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