| Average year | -86% |
|---|---|
| Return over 1,6 y. | -96% |
| Average month | -15.2% |
| Last day | 0% |
| Last month | -50.3% |
| Last 3 months | -88.5% |
| Last 6 months | -96.7% |
| Last year | -98.3% |
| Max. Drawdown | 99% |
| Worst day | 60% |
| Max. leverage | 1:223 |
| Stand. deviation | 69.3% |
| Downside Deviation | 34.5% |
| Best day | 35% |
| Volatility | 14% |
| Return / Risk | -0.9 |
| Calmar ratio | -0.1537 |
| Sharpe ratio | -0.2313 |
| Sortino ratio | -0.4646 |
| Shvager ratio | 0.848 |
| Prefer horizon | 12 m. |
| Longest drawdown | 1,2 y. |
| Calculation period | 1,6 y. |
| Trade days | 366 (88%) |
| History | 1,6 y. |
| Current stats | |
| Drawdown | 99% / 99% |
| Drawdown duration | 1.2 / 1,2 y. |
0.6
Scorpion Математический советник
Aggressive PAMM-account for long term investments in the euro
Erwin
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