| Average year | -16% |
|---|---|
| Return over 1,5 m. | -2% |
| Average month | -1.4% |
| Last day | -1.7% |
| Last month | -28.6% |
| Max. Drawdown | 53% |
| Worst day | 25% |
| Max. leverage | 1:32 |
| Stand. deviation | 34.8% |
| Downside Deviation | 13.5% |
| Best day | 14% |
| Volatility | 14.6% |
| Return / Risk | -0.3 |
| Calmar ratio | -0.027 |
| Sharpe ratio | -0.0637 |
| Sortino ratio | -0.1637 |
| Shvager ratio | 0.875 |
| Prefer horizon | 3 m. |
| Longest drawdown | 26 d. |
| Calculation period | 1,5 m. |
| Trade days | 27 (84%) |
| History | 1,5 m. |
| Current stats | |
| Drawdown | 46% / 53% |
| Drawdown duration | 26 / 26 d. |
0
Millioner.RUS
Aggressive PAMM-account for medium and long term investments in the rubles
Millioner.RUS
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