| Average year | -36% |
|---|---|
| Return over 1,5 m. | -6% |
| Average month | -3.7% |
| Last day | -7.8% |
| Last month | 1.7% |
| Max. Drawdown | 21% |
| Worst day | 14% |
| Max. leverage | 1:32 |
| Stand. deviation | 19.4% |
| Downside Deviation | 10.3% |
| Best day | 8% |
| Volatility | 4% |
| Return / Risk | -1.7 |
| Calmar ratio | -0.1751 |
| Sharpe ratio | -0.2317 |
| Sortino ratio | -0.4385 |
| Shvager ratio | 0.947 |
| Prefer horizon | 3 m. |
| Longest drawdown | 11 d. |
| Calculation period | 1,5 m. |
| Trade days | 22 (63%) |
| History | 1,5 m. |
| Current stats | |
| Drawdown | 21% / 21% |
| Drawdown duration | 6 / 11 d. |
0.3
ShadowJoker Joker
Conservative PAMM-account for medium and long term investments in the rubles
INFINX
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