| Average year | -45% |
|---|---|
| Return over 1 m. | -6% |
| Average month | -4.8% |
| Last day | -8.1% |
| Last month | -20.7% |
| Max. Drawdown | 46% |
| Worst day | 23% |
| Max. leverage | 1:31 |
| Stand. deviation | 25.4% |
| Downside Deviation | 18.4% |
| Best day | 35% |
| Volatility | 14.5% |
| Return / Risk | -1 |
| Calmar ratio | -0.1049 |
| Sharpe ratio | -0.2221 |
| Sortino ratio | -0.3063 |
| Shvager ratio | 0.903 |
| Prefer horizon | 3 m. |
| Longest drawdown | 13 d. |
| Calculation period | 1 m. |
| Trade days | 25 (96%) |
| History | 1 m. |
| Current stats | |
| Drawdown | 33% / 46% |
| Drawdown duration | 13 / 13 d. |
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Neron46 RUR
Aggressive PAMM-account for medium and long term investments in the rubles
Neron46
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