| Average year | -100% |
|---|---|
| Return over 2 m. | -65% |
| Average month | -41.2% |
| Last day | -29% |
| Last month | -54.9% |
| Max. Drawdown | 67% |
| Worst day | 46% |
| Max. leverage | 1:1,575 |
| Stand. deviation | 33.4% |
| Downside Deviation | 41.7% |
| Best day | 27% |
| Volatility | 25.6% |
| Return / Risk | -1.5 |
| Calmar ratio | -0.6138 |
| Sharpe ratio | -1.2562 |
| Sortino ratio | -1.0072 |
| Shvager ratio | 0.833 |
| Prefer horizon | 3 m. |
| Longest drawdown | 1,5 m. |
| Calculation period | 2 m. |
| Trade days | 41 (93%) |
| History | 2 m. |
| Current stats | |
| Drawdown | 67% / 67% |
| Drawdown duration | 1.5 / 1,5 m. |
0
Scirocco 200920132106
Aggressive PAMM-account for medium and long term investments in the rubles
strix
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