| Average year | -75% |
|---|---|
| Return over 2 m. | -20% |
| Average month | -10.8% |
| Last day | -13.5% |
| Last month | -29.7% |
| Max. Drawdown | 70% |
| Worst day | 33% |
| Max. leverage | 1:190 |
| Stand. deviation | 91.1% |
| Downside Deviation | 31.2% |
| Best day | 26% |
| Volatility | 13.5% |
| Return / Risk | -1.1 |
| Calmar ratio | -0.1549 |
| Sharpe ratio | -0.1273 |
| Sortino ratio | -0.3715 |
| Shvager ratio | 1.278 |
| Prefer horizon | 3 m. |
| Longest drawdown | 15 d. |
| Calculation period | 2 m. |
| Trade days | 40 (91%) |
| History | 2 m. |
| Current stats | |
| Drawdown | 70% / 70% |
| Drawdown duration | 15 / 15 d. |
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DmitrySL OK
Aggressive PAMM-account for medium and long term investments in the rubles
DmitrySL
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