| Average year | -69% |
|---|---|
| Return over 2 y. | -91% |
| Average month | -9.2% |
| Last day | -10% |
| Last month | -31.3% |
| Last 3 months | -46.7% |
| Last 6 months | -52.3% |
| Last year | -58.7% |
| Max. Drawdown | 91% |
| Worst day | 27% |
| Max. leverage | 1:56 |
| Stand. deviation | 25.2% |
| Downside Deviation | 17.9% |
| Best day | 41% |
| Volatility | 7.8% |
| Return / Risk | -0.8 |
| Calmar ratio | -0.1017 |
| Sharpe ratio | -0.398 |
| Sortino ratio | -0.5593 |
| Shvager ratio | 0.922 |
| Prefer horizon | 24 m. |
| Longest drawdown | 2 y. |
| Calculation period | 2 y. |
| Trade days | 482 (91%) |
| History | 2 y. |
| Current stats | |
| Drawdown | 91% / 91% |
| Drawdown duration | 2 / 2 y. |
1
Blackhorn trade art
Aggressive PAMM-account for long term investments in the rubles
Blackhorn
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