| Average year | -100% |
|---|---|
| Return over 9 m. | -100% |
| Average month | -49.2% |
| Last day | -92.2% |
| Last month | -99.4% |
| Last 3 months | -99% |
| Last 6 months | -99.4% |
| Max. Drawdown | 100% |
| Worst day | 92% |
| Max. leverage | 1:662 |
| Stand. deviation | 288.4% |
| Downside Deviation | 43.2% |
| Best day | 40% |
| Volatility | 14.3% |
| Return / Risk | -1 |
| Calmar ratio | -0.4928 |
| Sharpe ratio | -0.1732 |
| Sortino ratio | -1.1568 |
| Shvager ratio | 0.859 |
| Prefer horizon | 6 m. |
| Longest drawdown | 9 m. |
| Calculation period | 9 m. |
| Trade days | 173 (90%) |
| History | 9 m. |
| Current stats | |
| Drawdown | 100% / 100% |
| Drawdown duration | 9 / 9 m. |
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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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