| Average year | -66% |
|---|---|
| Return over 1,8 y. | -86% |
| Average month | -8.7% |
| Last day | 0% |
| Last month | -64% |
| Last 3 months | -70.6% |
| Last 6 months | -79% |
| Last year | -93.2% |
| Max. Drawdown | 94% |
| Worst day | 52% |
| Max. leverage | 1:274 |
| Stand. deviation | 56% |
| Downside Deviation | 25.6% |
| Best day | 57% |
| Volatility | 11.1% |
| Return / Risk | -0.7 |
| Calmar ratio | -0.092 |
| Sharpe ratio | -0.1693 |
| Sortino ratio | -0.3705 |
| Shvager ratio | 1.081 |
| Prefer horizon | 18 m. |
| Longest drawdown | 1,3 y. |
| Calculation period | 1,8 y. |
| Trade days | 452 (96%) |
| History | 1,8 y. |
| Current stats | |
| Drawdown | 94% / 94% |
| Drawdown duration | 1.3 / 1,3 y. |
0.9
Consul consul2013_trend
Aggressive PAMM-account for long term investments in the rubles
consul
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