| Average year | -49% |
|---|---|
| Return over 5,5 y. | -97% |
| Average month | -5.4% |
| Last day | 24.2% |
| Last month | -63.5% |
| Last 3 months | -95.8% |
| Last 6 months | -95.8% |
| Last year | -97.2% |
| Max. Drawdown | 99% |
| Worst day | 96% |
| Max. leverage | 1:957 |
| Stand. deviation | 28.9% |
| Downside Deviation | 15.7% |
| Best day | 55% |
| Volatility | 12.1% |
| Return / Risk | -0.5 |
| Calmar ratio | -0.0545 |
| Sharpe ratio | -0.2149 |
| Sortino ratio | -0.396 |
| Shvager ratio | 1.069 |
| Prefer horizon | 24 m. |
| Longest drawdown | 4 y. |
| Calculation period | 5,5 y. |
| Trade days | 356 (25%) |
| History | 5,5 y. |
| Current stats | |
| Drawdown | 98% / 99% |
| Drawdown duration | 4 / 4 y. |
1.2
Lomonosov Trade Automatic trading systems
Aggressive PAMM-account for long term investments in the dollars
Lomonosov Trade
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