| Average year | -100% |
|---|---|
| Return over 2 m. | -87% |
| Average month | -61.7% |
| Last day | -68.9% |
| Last month | -83.1% |
| Max. Drawdown | 88% |
| Worst day | 69% |
| Max. leverage | 1:238 |
| Stand. deviation | 17.8% |
| Downside Deviation | 39.2% |
| Best day | 17% |
| Volatility | 16.1% |
| Return / Risk | -1.1 |
| Calmar ratio | -0.7005 |
| Sharpe ratio | -3.5167 |
| Sortino ratio | -1.5939 |
| Shvager ratio | 0.609 |
| Prefer horizon | 3 m. |
| Longest drawdown | 2 m. |
| Calculation period | 2 m. |
| Trade days | 43 (91%) |
| History | 2 m. |
| Current stats | |
| Drawdown | 88% / 88% |
| Drawdown duration | 2 / 2 m. |
0.4
Meschanoff
Aggressive PAMM-account for medium and long term investments in the rubles
strix
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