| Average year | -24% |
|---|---|
| Return over 3,9 y. | -65% |
| Average month | -2.3% |
| Last day | 0% |
| Last month | -28.5% |
| Last 3 months | -47.3% |
| Last 6 months | -48.8% |
| Last year | -56.6% |
| Max. Drawdown | 82% |
| Worst day | 22% |
| Max. leverage | 1:45 |
| Stand. deviation | 17.2% |
| Downside Deviation | 11.7% |
| Best day | 18% |
| Volatility | 4.3% |
| Return / Risk | -0.3 |
| Calmar ratio | -0.0275 |
| Sharpe ratio | -0.177 |
| Sortino ratio | -0.2607 |
| Shvager ratio | 1.145 |
| Prefer horizon | 24 m. |
| Longest drawdown | 2 y. |
| Calculation period | 3,9 y. |
| Trade days | 977 (97%) |
| History | 3,9 y. |
| Current stats | |
| Drawdown | 82% / 82% |
| Drawdown duration | 2 / 2 y. |
| Max. leverage | 45 / 30 |
| Worst day | 22 / 25% |
2.1
Ldenis_psu MurreyGann
Aggressive PAMM-account for long term investments in the rubles
ldenisl
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