| Average year | -100% |
|---|---|
| Return over 27 d. | -38% |
| Average month | -43.7% |
| Last day | 0% |
| Max. Drawdown | 64% |
| Worst day | 29% |
| Max. leverage | 1:115 |
| Stand. deviation | — |
| Downside Deviation | 38.6% |
| Best day | 38% |
| Volatility | 17.6% |
| Return / Risk | -1.5 |
| Calmar ratio | -0.6783 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.1533 |
| Shvager ratio | 0.516 |
| Prefer horizon | 3 m. |
| Longest drawdown | 20 d. |
| Calculation period | 27 d. |
| Trade days | 18 (95%) |
| History | 27 d. |
| Current stats | |
| Drawdown | 43% / 64% |
| Drawdown duration | 20 / 20 d. |
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Multifx high frequency trading
Aggressive PAMM-account for medium and long term investments in the rubles
multifx
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