| Average year | -93% |
|---|---|
| Return over 2 m. | -37% |
| Average month | -19.5% |
| Last day | -46.8% |
| Last month | -41.4% |
| Max. Drawdown | 52% |
| Worst day | 49% |
| Max. leverage | 1:117 |
| Stand. deviation | 6.7% |
| Downside Deviation | 10.7% |
| Best day | 10% |
| Volatility | 6.3% |
| Return / Risk | -1.8 |
| Calmar ratio | -0.3764 |
| Sharpe ratio | -3.049 |
| Sortino ratio | -1.8895 |
| Shvager ratio | 0.801 |
| Prefer horizon | 3 m. |
| Longest drawdown | 17 d. |
| Calculation period | 2 m. |
| Trade days | 42 (93%) |
| History | 2 m. |
| Current stats | |
| Drawdown | 50% / 52% |
| Drawdown duration | 5 / 17 d. |
0.8
Vasilii29RUS konservativ
Aggressive PAMM-account for medium and long term investments in the rubles
Vasilii29RUS
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