| Average year | -96% |
|---|---|
| Return over 1,3 y. | -99% |
| Average month | -24.3% |
| Last day | -65.4% |
| Last month | -90.3% |
| Last 3 months | -99% |
| Last 6 months | -99.3% |
| Last year | -99.3% |
| Max. Drawdown | 100% |
| Worst day | 74% |
| Max. leverage | 1:1,467 |
| Stand. deviation | 69.5% |
| Downside Deviation | 31.2% |
| Best day | 40% |
| Volatility | 7.2% |
| Return / Risk | -1 |
| Calmar ratio | -0.2444 |
| Sharpe ratio | -0.3617 |
| Sortino ratio | -0.8041 |
| Shvager ratio | 0.619 |
| Prefer horizon | 12 m. |
| Longest drawdown | 1,1 y. |
| Calculation period | 1,3 y. |
| Trade days | 247 (71%) |
| History | 1,3 y. |
| Current stats | |
| Drawdown | 99% / 100% |
| Drawdown duration | 1.1 / 1,1 y. |
0.2
Strelets2012 Strelets2012
Aggressive PAMM-account for long term investments in the dollars
Strelets2012
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